+1,638.7%
MOD vs BHP
+6,976.6%
-5,338.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.7% | +4.0% | +4.8% |
| 7D | -25.5% | +0.9% | -26.5% | -26.2% |
| 30D | -49.0% | -6.3% | -42.7% | -47.3% |
| 3M | -49.8% | -7.1% | -42.7% | -48.1% |
| 6M | -64.8% | -3.2% | -61.6% | -64.3% |
| YTD | -27.6% | +37.9% | -65.5% | -39.0% |
| 1Y | -35.2% | +49.7% | -84.9% | -47.6% |
| 3Y | +137.1% | +51.7% | +85.5% | +87.4% |
| 5Y | +760.3% | +122.0% | +638.3% | +439.4% |
| 10Y | +938.8% | +382.4% | +556.4% | +328.8% |
| All | +1,638.7% | +6,976.6% | -5,338.0% | +246.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling