+27.0%
MMM vs BHP
+121.9%
-94.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.4% | -1.1% |
| 7D | -1.6% | +1.3% | -2.9% | -1.9% |
| 30D | -8.0% | +4.0% | -12.0% | -9.1% |
| 3M | +9.4% | +12.3% | -2.9% | +5.5% |
| 6M | +10.2% | +30.8% | -20.6% | +1.3% |
| YTD | +6.1% | +58.8% | -52.7% | -8.0% |
| 1Y | +10.8% | +76.8% | -66.1% | -7.2% |
| 3Y | +104.8% | +87.5% | +17.3% | +65.6% |
| 5Y | +27.0% | +123.9% | -96.9% | +0.6% |
| All | +27.0% | +121.9% | -94.9% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling