+254.1%
MP vs BHP
+171.2%
+82.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.7% | +3.3% | +3.6% |
| 7D | -10.5% | +0.9% | -11.4% | -11.3% |
| 30D | -23.5% | -6.3% | -17.3% | -19.4% |
| 3M | -25.4% | -7.1% | -18.3% | -20.7% |
| 6M | -51.3% | -3.2% | -48.1% | -50.0% |
| YTD | -29.9% | +37.9% | -67.8% | -45.7% |
| 1Y | -31.8% | +49.7% | -81.5% | -50.7% |
| 3Y | +127.0% | +51.7% | +75.3% | +62.0% |
| 5Y | -3.3% | +122.0% | -125.3% | -48.3% |
| All | +254.1% | +171.2% | +82.9% | +84.3% |
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