+3,134.4%
MTZ vs BHP
+7,909.4%
-4,775.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.5% | +2.3% |
| 7D | -1.6% | -2.9% | +1.3% | -0.3% |
| 30D | -11.1% | +3.4% | -14.5% | -12.7% |
| 3M | -36.7% | +4.1% | -40.8% | -38.0% |
| 6M | -21.9% | +20.6% | -42.5% | -28.7% |
| YTD | +9.1% | +56.1% | -46.9% | -11.8% |
| 1Y | +30.0% | +69.6% | -39.6% | +1.1% |
| 3Y | +138.5% | +78.8% | +59.6% | +78.2% |
| 5Y | +158.3% | +113.1% | +45.3% | +71.2% |
| 10Y | +700.8% | +505.9% | +194.9% | +229.8% |
| All | +3,134.4% | +7,909.4% | -4,775.0% | +482.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling