+2,330.7%
MULL vs BHP
+76.2%
+2,254.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.3% | -4.0% | +0.6% |
| 7D | +3.6% | -3.7% | +7.3% | +11.2% |
| 30D | +22.0% | -0.8% | +22.9% | +21.4% |
| 3M | -8.6% | +7.6% | -16.2% | -18.9% |
| 6M | +248.5% | +20.8% | +227.7% | +186.5% |
| YTD | +516.3% | +50.8% | +465.5% | +256.1% |
| 1Y | +2,036.6% | +70.9% | +1,965.7% | +913.4% |
| All | +2,330.7% | +76.2% | +2,254.5% | +872.7% |
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