+127.0%
MP vs BHP
+50.5%
+76.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.7% | +3.3% | +3.4% |
| 7D | -10.5% | +0.9% | -11.4% | -11.4% |
| 30D | -23.5% | -6.3% | -17.3% | -18.8% |
| 3M | -25.4% | -7.1% | -18.3% | -20.1% |
| 6M | -51.3% | -3.2% | -48.1% | -50.0% |
| YTD | -29.9% | +37.9% | -67.8% | -48.1% |
| 1Y | -31.8% | +49.7% | -81.5% | -53.4% |
| 3Y | +127.0% | +51.7% | +75.3% | +59.2% |
| All | +127.0% | +50.5% | +76.4% | +59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling