+5,744.5%
MU vs BHP
+498.2%
+5,246.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.3% | +0.4% | -1.5% |
| 7D | +2.0% | -3.7% | +5.7% | +4.5% |
| 30D | +12.5% | -0.8% | +13.4% | +12.7% |
| 3M | +9.6% | +7.6% | +2.0% | +4.9% |
| 6M | +142.6% | +20.8% | +121.8% | +119.4% |
| YTD | +242.7% | +50.8% | +191.9% | +171.0% |
| 1Y | +599.3% | +70.9% | +528.4% | +413.4% |
| 3Y | +1,308.3% | +78.0% | +1,230.3% | +895.8% |
| 5Y | +1,263.7% | +113.1% | +1,150.6% | +718.5% |
| All | +5,744.5% | +498.2% | +5,246.3% | +2,011.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling