+87.9%
MDLZ vs BHP
+503.2%
-415.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | 0.0% | +0.9% | -0.9% | -0.2% |
| 30D | +1.4% | +4.0% | -2.6% | +0.6% |
| 3M | 0.0% | +11.3% | -11.2% | -2.4% |
| 6M | +9.1% | +29.3% | -20.2% | +2.9% |
| YTD | +17.9% | +59.2% | -41.3% | +6.1% |
| 1Y | +3.2% | +80.8% | -77.6% | -9.9% |
| 3Y | -2.5% | +88.0% | -90.5% | -16.9% |
| 5Y | +17.6% | +126.6% | -109.1% | -7.3% |
| 10Y | +87.9% | +515.7% | -427.8% | +7.3% |
| All | +87.9% | +503.2% | -415.2% | +7.3% |
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 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