+211.7%
MRSH vs BHP
+496.8%
-285.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -4.8% | -3.6% | -1.1% | -4.1% |
| 30D | -6.3% | -1.2% | -5.1% | -6.2% |
| 3M | +5.8% | +1.2% | +4.6% | +5.1% |
| 6M | +2.8% | +21.4% | -18.6% | -2.7% |
| YTD | -3.1% | +50.4% | -53.5% | -13.2% |
| 1Y | -11.3% | +67.5% | -78.8% | -22.8% |
| 3Y | -5.0% | +72.8% | -77.8% | -19.6% |
| 5Y | +19.2% | +112.6% | -93.4% | -8.3% |
| All | +211.7% | +496.8% | -285.2% | +76.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling