+1,082.7%
MOD vs BHP
+119.2%
+963.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -1.3% | +29.1% | +28.6% |
| 7D | +40.4% | -0.5% | +40.9% | +40.8% |
| 30D | -14.0% | -4.5% | -9.5% | -11.8% |
| 3M | -33.3% | -6.9% | -26.5% | -30.8% |
| 6M | -51.4% | -10.6% | -40.9% | -48.4% |
| YTD | +1.6% | +37.2% | -35.6% | -14.6% |
| 1Y | +5.4% | +48.0% | -42.6% | -14.8% |
| 3Y | +191.0% | +52.6% | +138.4% | +125.2% |
| All | +1,082.7% | +119.2% | +963.5% | +710.3% |
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 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