+43.1%
MOD vs BHP
+69.4%
-26.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.6% |
| 7D | +9.6% | -2.9% | +12.5% | +11.9% |
| 30D | 0.0% | +3.4% | -3.3% | -3.0% |
| 3M | -35.4% | +4.1% | -39.4% | -37.9% |
| 6M | -7.3% | +20.6% | -27.9% | -21.1% |
| YTD | +45.8% | +56.1% | -10.3% | +13.0% |
| 1Y | +43.1% | +69.6% | -26.5% | +8.3% |
| All | +43.1% | +69.4% | -26.2% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling