+404.4%
MTZ vs BHP
+339.3%
+65.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.1% |
| 7D | +16.5% | +2.5% | +14.0% | +15.2% |
| 30D | -10.2% | -5.2% | -5.0% | -7.6% |
| 3M | -34.2% | -8.7% | -25.4% | -31.2% |
| 6M | -56.0% | -6.9% | -49.1% | -54.7% |
| YTD | -14.8% | +39.0% | -53.8% | -30.3% |
| 1Y | -7.2% | +48.9% | -56.2% | -26.9% |
| 3Y | +275.8% | +55.4% | +220.4% | +182.2% |
| 5Y | +93.5% | +119.2% | -25.7% | +10.4% |
| All | +404.4% | +339.3% | +65.0% | +96.8% |
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 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