+475.1%
MULL vs BHP
+53.4%
+421.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +2.6% | -16.3% | -18.9% |
| 7D | -35.9% | -2.5% | -33.4% | -33.2% |
| 30D | -47.3% | -7.7% | -39.6% | -38.6% |
| 3M | -30.6% | -6.4% | -24.2% | -23.9% |
| 6M | +13.7% | +5.2% | +8.5% | +18.3% |
| YTD | +272.1% | +38.3% | +233.8% | +170.4% |
| 1Y | +475.1% | +53.4% | +421.7% | +215.8% |
| All | +475.1% | +53.4% | +421.6% | +215.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling