+3,763.3%
MRK vs BHP
+8,048.4%
-4,285.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -3.0% | -1.6% |
| 7D | -0.9% | +1.3% | -2.2% | -1.2% |
| 30D | +15.5% | +4.0% | +11.5% | +14.6% |
| 3M | +25.1% | +12.3% | +12.8% | +21.8% |
| 6M | +30.1% | +30.8% | -0.7% | +22.4% |
| YTD | +43.1% | +58.8% | -15.7% | +29.1% |
| 1Y | +82.5% | +76.8% | +5.6% | +60.6% |
| 3Y | +49.3% | +87.5% | -38.1% | +28.2% |
| 5Y | +130.3% | +123.9% | +6.4% | +85.2% |
| 10Y | +234.3% | +504.4% | -270.0% | +108.2% |
| All | +3,763.3% | +8,048.4% | -4,285.1% | +1,216.1% |
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