+101.3%
MNST vs BHP
+120.8%
-19.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.1% | -4.7% |
| 7D | -3.4% | +0.9% | -4.3% | -3.6% |
| 30D | +6.6% | -6.3% | +12.9% | +7.5% |
| 3M | -2.9% | -7.1% | +4.2% | -2.0% |
| 6M | +18.4% | -3.2% | +21.6% | +18.3% |
| YTD | +19.3% | +37.9% | -18.6% | +12.5% |
| 1Y | +37.9% | +49.7% | -11.8% | +28.2% |
| 3Y | +62.9% | +51.7% | +11.2% | +48.6% |
| All | +101.3% | +120.8% | -19.4% | +67.6% |
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