+855.4%
MU vs BHP
+50.5%
+804.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.5% | +3.7% |
| 7D | -22.0% | +0.9% | -22.9% | -22.6% |
| 30D | -36.6% | -6.3% | -30.3% | -32.9% |
| 3M | -21.7% | -7.1% | -14.6% | -17.1% |
| 6M | +3.5% | -3.2% | +6.7% | +8.1% |
| YTD | +141.9% | +37.9% | +104.0% | +94.4% |
| 1Y | +189.8% | +49.7% | +140.2% | +118.8% |
| 3Y | +855.4% | +51.7% | +803.7% | +593.3% |
| All | +855.4% | +50.5% | +804.8% | +593.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling