-19.3%
MP vs BHP
+119.3%
-138.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.9% | +3.8% | +3.6% |
| 7D | +11.0% | +2.5% | +8.5% | +8.8% |
| 30D | -11.7% | -5.2% | -6.5% | -7.5% |
| 3M | -30.8% | -8.7% | -22.1% | -25.2% |
| 6M | -42.9% | -6.9% | -36.0% | -39.4% |
| YTD | -25.9% | +39.0% | -64.8% | -43.7% |
| 1Y | -37.3% | +48.9% | -86.2% | -55.2% |
| 3Y | +150.7% | +55.4% | +95.3% | +72.6% |
| 5Y | -19.3% | +119.2% | -138.5% | -57.6% |
| All | -19.3% | +119.3% | -138.6% | -57.6% |
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