+3,270.6%
MRSH vs BHP
+7,637.4%
-4,366.8%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.3% | +5.6% | +1.5% |
| 7D | -5.9% | -3.7% | -2.2% | -5.2% |
| 30D | -7.3% | -0.8% | -6.5% | -7.2% |
| 3M | +6.7% | +7.6% | -0.9% | +4.2% |
| 6M | +3.0% | +20.8% | -17.8% | -2.8% |
| YTD | -2.9% | +50.8% | -53.7% | -13.5% |
| 1Y | -9.0% | +70.9% | -79.9% | -21.6% |
| 3Y | -4.3% | +78.0% | -82.3% | -19.9% |
| 5Y | +19.4% | +113.1% | -93.6% | -6.9% |
| 10Y | +218.1% | +483.0% | -265.0% | +86.0% |
| All | +3,270.6% | +7,637.4% | -4,366.8% | +1,009.8% |
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