+2,812.9%
MMM vs BHP
+7,909.4%
-5,096.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.2% |
| 7D | -3.3% | -2.9% | -0.4% | -2.6% |
| 30D | -7.0% | +3.4% | -10.4% | -7.9% |
| 3M | +10.8% | +4.1% | +6.7% | +9.1% |
| 6M | +5.8% | +20.6% | -14.8% | -0.1% |
| YTD | +6.8% | +56.1% | -49.3% | -6.2% |
| 1Y | +10.4% | +69.6% | -59.2% | -5.4% |
| 3Y | +104.7% | +78.8% | +25.9% | +71.0% |
| 5Y | +23.6% | +113.1% | -89.5% | -3.7% |
| 10Y | +54.1% | +505.9% | -451.8% | -11.2% |
| All | +2,812.9% | +7,909.4% | -5,096.5% | +746.3% |
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 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