+78.8%
MMM vs BHP
+340.1%
-261.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.1% |
| 7D | +7.0% | +3.8% | +3.1% | +5.7% |
| 30D | +18.4% | -6.5% | +24.9% | +20.8% |
| 3M | +4.5% | -8.5% | +13.0% | +7.2% |
| 6M | +33.4% | -2.2% | +35.6% | +32.9% |
| YTD | +20.0% | +40.0% | -20.1% | +5.0% |
| 1Y | +15.0% | +51.3% | -36.3% | -2.1% |
| 3Y | +165.0% | +56.5% | +108.5% | +118.3% |
| 5Y | +47.9% | +130.2% | -82.3% | +2.4% |
| All | +78.8% | +340.1% | -261.3% | +1.2% |
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