+3,164.0%
MMM vs BHP
+7,168.9%
-4,004.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.4% | -0.6% |
| 7D | -2.6% | +2.4% | -5.0% | -3.2% |
| 30D | +17.4% | -5.4% | +22.8% | +19.0% |
| 3M | +3.6% | -6.9% | +10.4% | +5.2% |
| 6M | +33.0% | -4.3% | +37.4% | +33.5% |
| YTD | +19.6% | +41.6% | -22.0% | +7.6% |
| 1Y | +14.0% | +53.3% | -39.3% | +0.3% |
| 3Y | +164.3% | +58.4% | +106.0% | +127.6% |
| 5Y | +49.3% | +121.3% | -71.9% | +15.2% |
| 10Y | +78.4% | +349.0% | -270.6% | +10.9% |
| All | +3,164.0% | +7,168.9% | -4,004.8% | +871.0% |
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