+2,444.0%
MULL vs BHP
+85.5%
+2,358.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.8% | -6.3% |
| 7D | +14.0% | +1.3% | +12.7% | +11.1% |
| 30D | +24.8% | +4.0% | +20.8% | +13.3% |
| 3M | -16.1% | +12.3% | -28.4% | -31.3% |
| 6M | +330.9% | +30.8% | +300.1% | +207.6% |
| YTD | +545.0% | +58.8% | +486.2% | +237.4% |
| 1Y | +2,427.1% | +76.8% | +2,350.3% | +1,015.1% |
| All | +2,444.0% | +85.5% | +2,358.4% | +821.5% |
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