-1.6%
MDLN vs BHP
+40.8%
-42.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +2.6% | +15.8% | +18.2% |
| 7D | +24.7% | -2.5% | +27.2% | +24.6% |
| 30D | +12.7% | -7.7% | +20.4% | +12.9% |
| 3M | -4.0% | -6.4% | +2.3% | -3.5% |
| 6M | -8.7% | +5.2% | -13.9% | -8.6% |
| YTD | -3.9% | +38.3% | -42.2% | -3.9% |
| All | -1.6% | +40.8% | -42.4% | -1.8% |
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