-5.6%
MDB vs BHP
+87.4%
-93.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.2% | -4.1% |
| 7D | -18.0% | +1.3% | -19.3% | -18.5% |
| 30D | -10.7% | +4.0% | -14.7% | -12.4% |
| 3M | +1.0% | +12.3% | -11.3% | -4.4% |
| 6M | +31.6% | +30.8% | +0.8% | +15.5% |
| YTD | -15.2% | +58.8% | -73.9% | -32.2% |
| 1Y | +10.1% | +76.8% | -66.7% | -16.9% |
| 3Y | -5.6% | +87.5% | -93.1% | -37.4% |
| All | -5.6% | +87.4% | -93.0% | -37.4% |
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 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