+302.4%
MXL vs BHP
+496.8%
-194.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.2% | +7.8% | +7.7% |
| 7D | +18.9% | -3.6% | +22.5% | +21.9% |
| 30D | +0.3% | -1.2% | +1.5% | +0.7% |
| 3M | -8.0% | +1.2% | -9.2% | -8.3% |
| 6M | +341.2% | +21.4% | +319.8% | +285.5% |
| YTD | +327.8% | +50.4% | +277.4% | +221.8% |
| 1Y | +364.9% | +67.5% | +297.4% | +226.6% |
| 3Y | +229.2% | +72.8% | +156.4% | +121.9% |
| 5Y | +42.8% | +112.6% | -69.8% | -19.8% |
| All | +302.4% | +496.8% | -194.4% | +24.9% |
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 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