+40.9%
MCO vs BHP
+72.0%
-31.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.3% | +3.8% | -0.5% |
| 7D | -7.3% | -3.7% | -3.6% | -6.7% |
| 30D | -1.7% | -0.8% | -0.9% | -1.6% |
| 3M | +3.9% | +7.6% | -3.7% | +2.1% |
| 6M | +3.8% | +20.8% | -17.0% | -1.3% |
| YTD | -7.9% | +50.8% | -58.7% | -18.3% |
| 1Y | -6.8% | +70.9% | -77.8% | -21.0% |
| All | +40.9% | +72.0% | -31.0% | +11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling