+1,017.5%
MDB vs BHP
+339.3%
+678.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.5% |
| 7D | -4.5% | +0.9% | -5.4% | -5.0% |
| 30D | -14.0% | +4.0% | -18.0% | -15.9% |
| 3M | +5.3% | +11.3% | -5.9% | -1.0% |
| 6M | +31.9% | +29.3% | +2.6% | +14.1% |
| YTD | -14.6% | +59.2% | -73.8% | -33.9% |
| 1Y | +8.2% | +80.8% | -72.6% | -21.6% |
| 3Y | -5.0% | +88.0% | -93.0% | -34.2% |
| 5Y | -24.5% | +126.6% | -151.2% | -52.2% |
| All | +1,017.5% | +339.3% | +678.2% | +338.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling