+1,209.8%
MET vs BHP
+3,386.4%
-2,176.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +1.2% | -2.9% | +4.0% | +2.6% |
| 30D | +1.4% | +3.4% | -2.0% | -0.6% |
| 3M | +17.7% | +4.1% | +13.6% | +13.8% |
| 6M | +35.0% | +20.6% | +14.4% | +20.2% |
| YTD | +26.3% | +56.1% | -29.8% | -2.1% |
| 1Y | +22.8% | +69.6% | -46.8% | -9.1% |
| 3Y | +65.9% | +78.8% | -12.9% | +16.0% |
| 5Y | +85.4% | +113.1% | -27.7% | +12.0% |
| 10Y | +253.7% | +505.9% | -252.2% | +19.9% |
| All | +1,209.8% | +3,386.4% | -2,176.6% | +197.4% |
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