+74.8%
MTZ vs BHP
+120.8%
-46.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.7% | +7.9% | +8.8% |
| 7D | -6.4% | +0.9% | -7.4% | -6.9% |
| 30D | -22.1% | -6.3% | -15.8% | -19.9% |
| 3M | -32.7% | -7.1% | -25.6% | -30.9% |
| 6M | -59.8% | -3.2% | -56.6% | -59.6% |
| YTD | -19.9% | +37.9% | -57.8% | -31.2% |
| 1Y | -11.5% | +49.7% | -61.2% | -26.6% |
| 3Y | +258.1% | +51.7% | +206.4% | +188.7% |
| All | +74.8% | +120.8% | -46.0% | +20.4% |
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 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