-6.0%
MTZ vs BHP
+54.8%
-60.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.7% | +4.9% | +6.7% |
| 7D | -2.4% | +3.5% | -5.9% | -4.2% |
| 30D | -11.1% | -4.5% | -6.6% | -9.0% |
| 3M | -30.6% | -6.4% | -24.3% | -28.6% |
| 6M | -54.4% | -0.1% | -54.3% | -55.0% |
| YTD | -13.0% | +43.0% | -56.0% | -31.0% |
| All | -6.0% | +54.8% | -60.8% | -27.8% |
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 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