+1,319.3%
MU vs BHP
+121.9%
+1,197.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.7% |
| 7D | +7.2% | +1.3% | +5.9% | +6.3% |
| 30D | +14.0% | +4.0% | +10.0% | +10.7% |
| 3M | +5.4% | +12.3% | -6.9% | -1.9% |
| 6M | +170.3% | +30.8% | +139.5% | +134.5% |
| YTD | +250.7% | +58.8% | +191.9% | +173.9% |
| 1Y | +662.1% | +76.8% | +585.3% | +462.3% |
| 3Y | +1,341.2% | +87.5% | +1,253.7% | +917.1% |
| 5Y | +1,319.3% | +123.9% | +1,195.5% | +817.8% |
| All | +1,319.3% | +121.9% | +1,197.5% | +817.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling