+84.8%
MRK vs BHP
+65.8%
+19.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -1.1% |
| 7D | +1.3% | -5.0% | +6.3% | +1.7% |
| 30D | +17.1% | +1.2% | +16.0% | +17.2% |
| 3M | +25.9% | +1.8% | +24.1% | +26.0% |
| 6M | +26.8% | +18.0% | +8.8% | +24.2% |
| YTD | +44.9% | +52.7% | -7.8% | +42.5% |
| 1Y | +84.8% | +66.0% | +18.9% | +84.0% |
| All | +84.8% | +65.8% | +19.1% | +84.0% |
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