+6,475.2%
MCD vs BHP
+6,976.6%
-501.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.8% |
| 7D | +7.1% | +0.9% | +6.2% | +7.0% |
| 30D | +19.8% | -6.3% | +26.0% | +21.0% |
| 3M | +0.8% | -7.1% | +7.9% | +1.9% |
| 6M | -1.3% | -3.2% | +1.9% | -1.4% |
| YTD | -7.8% | +37.9% | -45.6% | -13.7% |
| 1Y | -5.0% | +49.7% | -54.6% | -12.5% |
| 3Y | +10.5% | +51.7% | -41.1% | +0.4% |
| 5Y | +22.0% | +122.0% | -100.1% | +1.3% |
| 10Y | +216.7% | +382.4% | -165.7% | +123.6% |
| All | +6,475.2% | +6,976.6% | -501.4% | +2,447.4% |
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