+106.1%
MDLZ vs BHP
+345.2%
-239.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -0.9% | 0.0% |
| 7D | -1.0% | +2.4% | -3.4% | -1.4% |
| 30D | +7.9% | -5.4% | +13.3% | +8.9% |
| 3M | +8.9% | -6.9% | +15.8% | +10.0% |
| 6M | +10.5% | -4.3% | +14.8% | +10.5% |
| YTD | +27.1% | +41.6% | -14.5% | +16.7% |
| 1Y | +20.9% | +53.3% | -32.4% | +9.1% |
| 3Y | +5.5% | +58.4% | -52.8% | -6.9% |
| 5Y | +22.2% | +121.3% | -99.0% | -3.8% |
| 10Y | +106.1% | +349.0% | -242.9% | +31.0% |
| All | +106.1% | +345.2% | -239.1% | +31.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling