+30.7%
MCO vs BHP
+110.7%
-80.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.7% |
| 7D | -3.8% | -3.6% | -0.2% | -2.9% |
| 30D | -0.4% | -1.2% | +0.8% | -0.2% |
| 3M | +7.7% | +1.2% | +6.5% | +7.0% |
| 6M | +7.0% | +21.4% | -14.4% | +0.3% |
| YTD | -6.4% | +50.4% | -56.8% | -18.4% |
| 1Y | -7.6% | +67.5% | -75.1% | -22.5% |
| 3Y | +43.2% | +72.8% | -29.6% | +16.1% |
| All | +30.7% | +110.7% | -80.0% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling