+454.2%
MDLZ vs BHP
+3,262.7%
-2,808.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.2% |
| 7D | -1.7% | -2.9% | +1.2% | -1.2% |
| 30D | -2.1% | +3.4% | -5.5% | -2.7% |
| 3M | +1.3% | +4.1% | -2.8% | +0.1% |
| 6M | +6.2% | +20.6% | -14.4% | +1.9% |
| YTD | +15.8% | +56.1% | -40.3% | +5.8% |
| 1Y | +4.1% | +69.6% | -65.5% | -6.5% |
| 3Y | -4.1% | +78.8% | -82.9% | -15.7% |
| 5Y | +13.4% | +113.1% | -99.7% | -5.6% |
| 10Y | +75.7% | +505.9% | -430.1% | +17.3% |
| All | +454.2% | +3,262.7% | -2,808.5% | +214.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling