-38.4%
MDB vs BHP
+124.0%
-162.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.7% | +1.2% |
| 7D | +3.0% | +2.4% | +0.6% | +1.8% |
| 30D | -11.3% | -5.4% | -5.9% | -8.7% |
| 3M | -23.0% | -6.9% | -16.2% | -20.7% |
| 6M | +14.8% | -4.3% | +19.1% | +15.4% |
| YTD | -19.4% | +41.6% | -61.1% | -36.8% |
| 1Y | -9.0% | +53.3% | -62.3% | -32.0% |
| 3Y | -10.3% | +58.4% | -68.6% | -37.1% |
| 5Y | -38.4% | +121.3% | -159.6% | -64.9% |
| All | -38.4% | +124.0% | -162.4% | -64.9% |
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 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