+46.1%
MRK vs BHP
+72.0%
-25.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.3% | +3.4% | -1.3% |
| 7D | -5.0% | -3.7% | -1.3% | -4.6% |
| 30D | +11.0% | -0.8% | +11.8% | +11.1% |
| 3M | +22.4% | +7.6% | +14.8% | +21.3% |
| 6M | +25.4% | +20.8% | +4.6% | +21.9% |
| YTD | +39.5% | +50.8% | -11.3% | +31.7% |
| 1Y | +78.0% | +70.9% | +7.1% | +65.2% |
| All | +46.1% | +72.0% | -25.8% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling