+267.3%
MP vs BHP
+178.5%
+88.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.4% | -0.2% |
| 7D | +2.3% | +2.4% | -0.1% | +0.5% |
| 30D | -15.3% | -5.4% | -9.9% | -11.2% |
| 3M | -33.5% | -6.9% | -26.7% | -29.5% |
| 6M | -45.5% | -4.3% | -41.2% | -43.5% |
| YTD | -27.3% | +41.6% | -68.9% | -44.9% |
| 1Y | -40.7% | +53.3% | -94.0% | -57.9% |
| 3Y | +145.9% | +58.4% | +87.5% | +70.0% |
| 5Y | -13.9% | +121.3% | -135.2% | -54.2% |
| All | +267.3% | +178.5% | +88.8% | +87.2% |
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 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