+966.8%
MOD vs BHP
+363.1%
+603.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.7% | +6.2% | +7.6% |
| 7D | -13.9% | +3.5% | -17.4% | -16.0% |
| 30D | -41.5% | -4.5% | -37.1% | -39.9% |
| 3M | -45.7% | -6.4% | -39.4% | -43.8% |
| 6M | -61.1% | -0.1% | -61.1% | -61.3% |
| YTD | -20.5% | +43.0% | -63.5% | -36.2% |
| 1Y | -32.1% | +56.5% | -88.6% | -48.4% |
| 3Y | +146.5% | +62.0% | +84.4% | +79.3% |
| 5Y | +812.7% | +130.4% | +682.4% | +408.4% |
| 10Y | +966.8% | +349.1% | +617.8% | +341.0% |
| All | +966.8% | +363.1% | +603.7% | +341.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling