+6,923.6%
MCK vs BHP
+3,236.8%
+3,686.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -2.9% | -3.6% | +0.7% | -2.2% |
| 30D | +0.4% | -1.2% | +1.6% | +0.6% |
| 3M | +12.1% | +1.2% | +10.9% | +11.4% |
| 6M | -5.4% | +21.4% | -26.9% | -10.0% |
| YTD | +7.8% | +50.4% | -42.6% | -2.1% |
| 1Y | +22.9% | +67.5% | -44.6% | +8.9% |
| 3Y | +110.7% | +72.8% | +37.9% | +81.9% |
| 5Y | +346.2% | +112.6% | +233.6% | +258.7% |
| 10Y | +440.1% | +481.7% | -41.5% | +242.5% |
| All | +6,923.6% | +3,236.8% | +3,686.8% | +3,192.0% |
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