+2,222.5%
MKSI vs BHP
+4,471.6%
-2,249.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | +2.7% | -3.6% | +6.3% | +4.5% |
| 30D | -12.8% | -1.2% | -11.6% | -12.6% |
| 3M | -22.5% | +1.2% | -23.7% | -23.0% |
| 6M | +19.4% | +21.4% | -2.0% | +9.2% |
| YTD | +67.7% | +50.4% | +17.3% | +38.5% |
| 1Y | +131.4% | +67.5% | +63.9% | +81.8% |
| 3Y | +197.3% | +72.8% | +124.5% | +132.1% |
| 5Y | +87.0% | +112.6% | -25.6% | +29.2% |
| 10Y | +522.1% | +481.7% | +40.4% | +177.3% |
| All | +2,222.5% | +4,471.6% | -2,249.0% | +386.6% |
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