+73.9%
MUB vs BHP
+309.4%
-235.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | 0.0% |
| 7D | -0.9% | -2.9% | +2.0% | -0.8% |
| 30D | -1.4% | +3.4% | -4.8% | -1.5% |
| 3M | -2.2% | +4.1% | -6.2% | -2.2% |
| 6M | -1.9% | +20.6% | -22.5% | -2.1% |
| YTD | -0.8% | +56.1% | -56.8% | -1.3% |
| 1Y | +2.7% | +69.6% | -66.9% | +2.1% |
| 3Y | +8.6% | +78.8% | -70.2% | +7.8% |
| 5Y | +2.0% | +113.1% | -111.0% | +1.1% |
| 10Y | +17.9% | +505.9% | -488.0% | +16.1% |
| All | +73.9% | +309.4% | -235.5% | +70.9% |
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