+11.6%
MDB vs BHP
+71.4%
-59.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -5.3% | +9.6% | +5.4% |
| 7D | -2.8% | -3.7% | +1.0% | -2.1% |
| 30D | -14.9% | -0.8% | -14.0% | -15.1% |
| 3M | +7.3% | +7.6% | -0.3% | +4.5% |
| 6M | +38.2% | +20.8% | +17.4% | +28.3% |
| YTD | -10.9% | +50.8% | -61.7% | -21.9% |
| 1Y | +11.6% | +70.9% | -59.3% | -7.9% |
| All | +11.6% | +71.4% | -59.8% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling