-10.8%
MDLN vs BHP
+55.5%
-66.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | 0.0% |
| 7D | +3.7% | -5.0% | +8.7% | +3.7% |
| 30D | -0.2% | +1.2% | -1.4% | 0.0% |
| 3M | +6.2% | +1.8% | +4.4% | +6.5% |
| 6M | -14.7% | +18.0% | -32.7% | -15.6% |
| YTD | -12.9% | +52.7% | -65.6% | -13.2% |
| All | -10.8% | +55.5% | -66.3% | -11.3% |
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