-21.9%
MTZ vs BHP
+19.4%
-41.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.5% | +2.3% |
| 7D | -1.6% | -2.9% | +1.3% | +0.1% |
| 30D | -11.1% | +3.4% | -14.5% | -13.4% |
| 3M | -36.7% | +4.1% | -40.8% | -39.1% |
| 6M | -21.9% | +20.6% | -42.5% | -32.7% |
| All | -21.9% | +19.4% | -41.3% | -32.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling