+15.6%
MDLZ vs BHP
+121.9%
-106.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.2% | +0.4% |
| 7D | 0.0% | +1.3% | -1.2% | -0.1% |
| 30D | -1.6% | +4.0% | -5.5% | -1.9% |
| 3M | +0.9% | +12.3% | -11.4% | -0.4% |
| 6M | +7.3% | +30.8% | -23.5% | +3.9% |
| YTD | +16.4% | +58.8% | -42.3% | +10.1% |
| 1Y | +3.0% | +76.8% | -73.9% | -4.1% |
| 3Y | -3.7% | +87.5% | -91.2% | -11.9% |
| 5Y | +15.6% | +123.9% | -108.3% | +2.9% |
| All | +15.6% | +121.9% | -106.3% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling