+1,049.8%
MDB vs BHP
+330.6%
+719.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.7% | -3.9% |
| 7D | -17.4% | -2.9% | -14.5% | -16.3% |
| 30D | -2.0% | +3.4% | -5.4% | -3.9% |
| 3M | -3.0% | +4.1% | -7.1% | -5.7% |
| 6M | +48.7% | +20.6% | +28.1% | +32.9% |
| YTD | -12.1% | +56.1% | -68.2% | -31.3% |
| 1Y | +14.5% | +69.6% | -55.1% | -14.4% |
| 3Y | -6.1% | +78.8% | -85.0% | -33.3% |
| 5Y | -27.3% | +113.1% | -140.4% | -52.6% |
| All | +1,049.8% | +330.6% | +719.2% | +355.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling