-32.6%
MOD vs BHP
+53.4%
-86.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +2.6% | -24.0% | -23.4% |
| 7D | -31.3% | -2.5% | -28.8% | -30.2% |
| 30D | -46.1% | -7.7% | -38.4% | -42.8% |
| 3M | -51.1% | -6.4% | -44.8% | -49.3% |
| 6M | -62.1% | +5.2% | -67.2% | -64.4% |
| YTD | -26.2% | +38.3% | -64.5% | -40.7% |
| 1Y | -32.6% | +53.4% | -85.9% | -47.2% |
| All | -32.6% | +53.4% | -86.0% | -47.2% |
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