+180.0%
MCD vs BHP
+509.4%
-329.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.3% |
| 7D | -2.0% | +1.3% | -3.3% | -2.3% |
| 30D | -6.1% | +4.0% | -10.1% | -6.9% |
| 3M | -7.3% | +12.3% | -19.6% | -9.7% |
| 6M | -20.9% | +30.8% | -51.8% | -25.9% |
| YTD | -14.7% | +58.8% | -73.4% | -23.6% |
| 1Y | -16.1% | +76.8% | -93.0% | -26.9% |
| 3Y | -1.5% | +87.5% | -89.0% | -16.6% |
| 5Y | +20.4% | +123.9% | -103.4% | -6.4% |
| 10Y | +180.0% | +504.4% | -324.4% | +62.6% |
| All | +180.0% | +509.4% | -329.4% | +62.6% |
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