+37.0%
MDT vs BHP
+496.8%
-459.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -3.4% | -3.6% | +0.2% | -2.6% |
| 30D | +0.2% | -1.2% | +1.4% | +0.4% |
| 3M | +14.3% | +1.2% | +13.1% | +13.3% |
| 6M | +4.0% | +21.4% | -17.4% | -2.5% |
| YTD | -3.7% | +50.4% | -54.1% | -15.3% |
| 1Y | -0.4% | +67.5% | -67.9% | -15.3% |
| 3Y | +23.3% | +72.8% | -49.5% | +1.9% |
| 5Y | -18.9% | +112.6% | -131.5% | -39.3% |
| All | +37.0% | +496.8% | -459.8% | -22.6% |
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