+166.4%
MTZ vs BHP
+121.9%
+44.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +3.0% |
| 7D | +3.6% | +1.3% | +2.3% | +3.0% |
| 30D | -9.6% | +4.0% | -13.6% | -11.5% |
| 3M | -31.9% | +12.3% | -44.2% | -35.5% |
| 6M | -13.8% | +30.8% | -44.6% | -23.9% |
| YTD | +13.3% | +58.8% | -45.5% | -8.3% |
| 1Y | +39.3% | +76.8% | -37.6% | +7.8% |
| 3Y | +168.3% | +87.5% | +80.9% | +98.8% |
| 5Y | +166.4% | +123.9% | +42.5% | +79.3% |
| All | +166.4% | +121.9% | +44.5% | +79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling