+445.3%
MP vs BHP
+206.9%
+238.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.7% |
| 7D | -2.9% | -2.9% | 0.0% | -0.4% |
| 30D | +13.8% | +3.4% | +10.4% | +10.7% |
| 3M | -16.7% | +4.1% | -20.8% | -19.5% |
| 6M | -11.5% | +20.6% | -32.1% | -23.8% |
| YTD | +7.9% | +56.1% | -48.1% | -24.6% |
| 1Y | -15.0% | +69.6% | -84.6% | -44.6% |
| 3Y | +153.5% | +78.8% | +74.7% | +58.6% |
| 5Y | +58.7% | +113.1% | -54.4% | -14.9% |
| All | +445.3% | +206.9% | +238.4% | +156.1% |
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