-3.8%
MTZ vs BHP
+46.1%
-50.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.6% |
| 7D | +5.0% | -0.5% | +5.5% | +5.5% |
| 30D | -6.0% | -4.5% | -1.5% | -3.7% |
| 3M | -36.1% | -6.9% | -29.2% | -34.1% |
| 6M | -56.9% | -10.6% | -46.3% | -55.0% |
| YTD | -15.9% | +37.2% | -53.1% | -30.8% |
| 1Y | -3.8% | +48.0% | -51.9% | -24.7% |
| All | -3.8% | +46.1% | -50.0% | -24.7% |
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