+54.7%
MMM vs BHP
+503.2%
-448.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.1% | -2.0% |
| 7D | -2.6% | +0.9% | -3.5% | -2.9% |
| 30D | -9.3% | +4.0% | -13.3% | -10.6% |
| 3M | +5.6% | +11.3% | -5.7% | +1.4% |
| 6M | +9.5% | +29.3% | -19.9% | -0.6% |
| YTD | +4.1% | +59.2% | -55.1% | -12.3% |
| 1Y | +9.4% | +80.8% | -71.5% | -12.1% |
| 3Y | +101.0% | +88.0% | +13.0% | +56.5% |
| 5Y | +26.1% | +126.6% | -100.5% | -11.2% |
| 10Y | +54.7% | +515.7% | -461.0% | -20.3% |
| All | +54.7% | +503.2% | -448.4% | -20.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling