+229.2%
MXL vs BHP
+71.6%
+157.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.2% | +7.8% | +7.7% |
| 7D | +18.9% | -3.6% | +22.5% | +22.2% |
| 30D | +0.3% | -1.2% | +1.5% | +0.8% |
| 3M | -8.0% | +1.2% | -9.2% | -8.7% |
| 6M | +341.2% | +21.4% | +319.8% | +280.0% |
| YTD | +327.8% | +50.4% | +277.4% | +212.6% |
| 1Y | +364.9% | +67.5% | +297.4% | +214.8% |
| 3Y | +229.2% | +72.8% | +156.4% | +105.9% |
| All | +229.2% | +71.6% | +157.7% | +105.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling