+113.1%
BHP vs MDY
+43.9%
+69.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.9% | -4.4% | -4.5% |
| 7D | -3.7% | -2.5% | -1.2% | -1.7% |
| 30D | -0.8% | -5.0% | +4.2% | +3.4% |
| 3M | +7.6% | +0.5% | +7.1% | +7.3% |
| 6M | +20.8% | +8.0% | +12.8% | +14.2% |
| YTD | +50.8% | +12.2% | +38.6% | +38.6% |
| 1Y | +70.9% | +14.0% | +56.9% | +55.0% |
| 3Y | +78.0% | +48.2% | +29.8% | +29.5% |
| 5Y | +113.1% | +46.1% | +67.0% | +51.4% |
| All | +113.1% | +43.9% | +69.1% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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