-24.5%
MDB vs BHP
+121.9%
-146.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.2% | -4.3% |
| 7D | -18.0% | +1.3% | -19.3% | -18.6% |
| 30D | -10.7% | +4.0% | -14.7% | -12.9% |
| 3M | +1.0% | +12.3% | -11.3% | -6.2% |
| 6M | +31.6% | +30.8% | +0.8% | +11.1% |
| YTD | -15.2% | +58.8% | -73.9% | -36.4% |
| 1Y | +10.1% | +76.8% | -66.7% | -22.9% |
| 3Y | -5.6% | +87.5% | -93.1% | -38.8% |
| 5Y | -24.5% | +123.9% | -148.4% | -52.2% |
| All | -24.5% | +121.9% | -146.4% | -52.2% |
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