+195.2%
MCD vs BHP
+339.3%
-144.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | 0.0% |
| 7D | -1.6% | +2.5% | -4.0% | -2.1% |
| 30D | +16.0% | -5.2% | +21.3% | +17.2% |
| 3M | 0.0% | -8.7% | +8.7% | +1.5% |
| 6M | +0.9% | -6.9% | +7.8% | +1.6% |
| YTD | -8.7% | +39.0% | -47.7% | -16.3% |
| 1Y | -8.6% | +48.9% | -57.5% | -17.5% |
| 3Y | +9.9% | +55.4% | -45.5% | -3.4% |
| 5Y | +22.6% | +119.2% | -96.6% | -5.6% |
| All | +195.2% | +339.3% | -144.1% | +80.9% |
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