+3,363.4%
BHP vs MDY
+2,644.5%
+718.9%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.4% |
| 7D | +1.3% | +1.0% | +0.2% | +0.2% |
| 30D | +4.0% | -3.1% | +7.1% | +7.1% |
| 3M | +12.3% | +1.8% | +10.5% | +10.4% |
| 6M | +30.8% | +10.8% | +20.0% | +19.1% |
| YTD | +58.8% | +14.4% | +44.3% | +40.1% |
| 1Y | +76.8% | +15.2% | +61.6% | +54.8% |
| 3Y | +87.5% | +51.2% | +36.3% | +23.7% |
| 5Y | +123.9% | +47.2% | +76.6% | +48.8% |
| 10Y | +504.4% | +171.1% | +333.3% | +117.3% |
| All | +3,363.4% | +2,644.5% | +718.9% | +159.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling