+5,979.9%
MCD vs BHP
+7,909.4%
-1,929.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -2.8% | -2.9% | +0.1% | -2.3% |
| 30D | -6.0% | +3.4% | -9.4% | -6.6% |
| 3M | -5.6% | +4.1% | -9.6% | -6.6% |
| 6M | -21.9% | +20.6% | -42.4% | -24.9% |
| YTD | -14.7% | +56.1% | -70.8% | -21.8% |
| 1Y | -17.3% | +69.6% | -86.9% | -25.4% |
| 3Y | -2.2% | +78.8% | -81.0% | -13.6% |
| 5Y | +20.3% | +113.1% | -92.8% | +0.8% |
| 10Y | +180.7% | +505.9% | -325.2% | +90.9% |
| All | +5,979.9% | +7,909.4% | -1,929.5% | +2,209.0% |
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