+2,302.1%
MULL vs BHP
+75.8%
+2,226.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -0.7% |
| 7D | -8.4% | -3.6% | -4.8% | -1.8% |
| 30D | +9.7% | -1.2% | +10.9% | +9.8% |
| 3M | -26.8% | +1.2% | -28.0% | -28.0% |
| 6M | +220.7% | +21.4% | +199.3% | +161.9% |
| YTD | +509.0% | +50.4% | +458.6% | +253.5% |
| 1Y | +1,739.5% | +67.5% | +1,672.0% | +800.4% |
| All | +2,302.1% | +75.8% | +2,226.4% | +865.4% |
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