+2,460.4%
MAR vs BHP
+4,100.0%
-1,639.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -0.5% | +0.9% | -1.4% | -0.9% |
| 30D | -4.7% | +4.0% | -8.7% | -6.2% |
| 3M | -15.6% | +11.3% | -26.9% | -19.5% |
| 6M | +1.2% | +29.3% | -28.1% | -9.5% |
| YTD | +7.5% | +59.2% | -51.7% | -12.0% |
| 1Y | +26.6% | +80.8% | -54.2% | -1.8% |
| 3Y | +66.0% | +88.0% | -22.0% | +24.4% |
| 5Y | +154.1% | +126.6% | +27.5% | +70.9% |
| 10Y | +441.9% | +515.7% | -73.9% | +140.1% |
| All | +2,460.4% | +4,100.0% | -1,639.6% | +471.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BHP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling