+2,366.0%
MTZ vs BHP
+7,085.6%
-4,719.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.1% | -2.2% | -3.4% |
| 7D | -8.7% | +3.8% | -12.5% | -10.3% |
| 30D | -15.0% | -6.5% | -8.5% | -12.4% |
| 3M | -32.6% | -8.5% | -24.1% | -30.2% |
| 6M | -56.3% | -2.2% | -54.2% | -56.2% |
| YTD | -16.8% | +40.0% | -56.8% | -29.5% |
| 1Y | -10.0% | +51.3% | -61.4% | -26.4% |
| 3Y | +267.1% | +56.5% | +210.6% | +191.4% |
| 5Y | +89.9% | +130.2% | -40.3% | +21.4% |
| 10Y | +442.2% | +336.5% | +105.7% | +157.9% |
| All | +2,366.0% | +7,085.6% | -4,719.6% | +365.7% |
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 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