+1,530.3%
MOD vs BHP
+115.8%
+1,414.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.5% |
| 7D | +9.6% | -2.9% | +12.5% | +11.4% |
| 30D | 0.0% | +3.4% | -3.3% | -2.2% |
| 3M | -35.4% | +4.1% | -39.4% | -37.1% |
| 6M | -7.3% | +20.6% | -27.9% | -16.5% |
| YTD | +45.8% | +56.1% | -10.3% | +14.5% |
| 1Y | +43.1% | +69.6% | -26.5% | +7.5% |
| 3Y | +297.7% | +78.8% | +218.9% | +184.1% |
| All | +1,530.3% | +115.8% | +1,414.5% | +1,010.2% |
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 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