+282.4%
MXL vs BHP
+216.4%
+66.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.3% | +7.3% | +7.4% |
| 7D | +19.0% | +0.9% | +18.1% | +18.4% |
| 30D | +4.5% | +4.0% | +0.5% | +1.7% |
| 3M | -1.5% | +11.3% | -12.8% | -6.7% |
| 6M | +348.6% | +29.3% | +319.3% | +285.5% |
| YTD | +310.3% | +59.2% | +251.1% | +211.3% |
| 1Y | +344.7% | +80.8% | +263.9% | +214.8% |
| 3Y | +211.2% | +88.0% | +123.2% | +112.7% |
| 5Y | +34.8% | +126.6% | -91.8% | -19.3% |
| 10Y | +286.5% | +515.7% | -229.2% | +35.9% |
| All | +282.4% | +216.4% | +66.0% | +81.8% |
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