+30.0%
MTZ vs BHP
+65.8%
-35.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +3.4% |
| 7D | -1.6% | -5.0% | +3.4% | +1.1% |
| 30D | -11.1% | +1.2% | -12.2% | -12.1% |
| 3M | -36.7% | +1.8% | -38.6% | -38.0% |
| 6M | -21.9% | +18.0% | -40.0% | -30.3% |
| YTD | +9.1% | +52.7% | -43.6% | -17.1% |
| 1Y | +30.0% | +66.0% | -36.0% | -5.7% |
| All | +30.0% | +65.8% | -35.8% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling