+20.2%
MRSH vs BHP
+110.7%
-90.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -4.8% | -3.6% | -1.1% | -4.5% |
| 30D | -6.3% | -1.2% | -5.1% | -6.3% |
| 3M | +5.8% | +1.2% | +4.6% | +5.6% |
| 6M | +2.8% | +21.4% | -18.6% | +0.4% |
| YTD | -3.1% | +50.4% | -53.5% | -8.0% |
| 1Y | -11.3% | +67.5% | -78.8% | -17.1% |
| 3Y | -5.0% | +72.8% | -77.8% | -13.0% |
| All | +20.2% | +110.7% | -90.5% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling