+7,285.9%
MCO vs BHP
+3,341.7%
+3,944.3%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -3.1% | +0.9% | -4.0% | -3.5% |
| 30D | -0.5% | +4.0% | -4.6% | -2.0% |
| 3M | +5.7% | +11.3% | -5.6% | +1.3% |
| 6M | +3.0% | +29.3% | -26.3% | -6.9% |
| YTD | -6.5% | +59.2% | -65.7% | -21.9% |
| 1Y | -5.8% | +80.8% | -86.6% | -25.0% |
| 3Y | +43.1% | +88.0% | -44.9% | +10.5% |
| 5Y | +29.5% | +126.6% | -97.2% | -8.9% |
| 10Y | +388.8% | +515.7% | -126.9% | +135.5% |
| All | +7,285.9% | +3,341.7% | +3,944.3% | +2,436.4% |
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