+84.6%
MRK vs BHP
+53.4%
+31.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.6% | +1.4% | +3.7% |
| 7D | +6.7% | -2.5% | +9.2% | +6.9% |
| 30D | +7.8% | -7.7% | +15.5% | +8.6% |
| 3M | +18.2% | -6.4% | +24.5% | +19.2% |
| 6M | +34.7% | +5.2% | +29.5% | +33.2% |
| YTD | +45.8% | +38.3% | +7.5% | +40.9% |
| 1Y | +84.6% | +53.4% | +31.2% | +80.7% |
| All | +84.6% | +53.4% | +31.1% | +80.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling