+40.7%
MTZ vs BHP
+77.1%
-36.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +2.9% |
| 7D | +3.6% | +1.3% | +2.3% | +2.9% |
| 30D | -9.6% | +4.0% | -13.6% | -11.9% |
| 3M | -31.9% | +12.3% | -44.2% | -36.4% |
| 6M | -13.8% | +30.8% | -44.6% | -26.7% |
| YTD | +13.3% | +58.8% | -45.5% | -15.2% |
| All | +40.7% | +77.1% | -36.5% | +1.4% |
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