+7,830.4%
MDT vs BHP
+8,048.4%
-218.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.2% |
| 7D | +0.4% | +1.3% | -0.9% | +0.1% |
| 30D | +6.0% | +4.0% | +2.0% | +5.1% |
| 3M | +15.5% | +12.3% | +3.2% | +12.3% |
| 6M | +3.4% | +30.8% | -27.4% | -3.1% |
| YTD | -2.2% | +58.8% | -60.9% | -12.3% |
| 1Y | +2.6% | +76.8% | -74.3% | -10.3% |
| 3Y | +27.5% | +87.5% | -59.9% | +8.8% |
| 5Y | -20.1% | +123.9% | -143.9% | -35.6% |
| 10Y | +39.1% | +504.4% | -465.3% | -10.9% |
| All | +7,830.4% | +8,048.4% | -218.0% | +2,646.9% |
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