+22.2%
MDLZ vs BHP
+127.1%
-104.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | +0.3% |
| 7D | +0.1% | +3.5% | -3.4% | -0.2% |
| 30D | +10.0% | -4.5% | +14.5% | +10.4% |
| 3M | +7.1% | -6.4% | +13.4% | +7.5% |
| 6M | +9.8% | -0.1% | +9.9% | +9.4% |
| YTD | +26.6% | +43.0% | -16.4% | +20.6% |
| 1Y | +20.3% | +56.5% | -36.2% | +13.3% |
| 3Y | +5.4% | +62.0% | -56.6% | -2.3% |
| 5Y | +22.2% | +130.4% | -108.2% | +8.0% |
| All | +22.2% | +127.1% | -104.8% | +8.0% |
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 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