+117.2%
MPC vs BHP
+53.4%
+63.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.6% | -10.7% | -7.8% |
| 7D | -10.9% | -2.5% | -8.4% | -11.0% |
| 30D | -9.4% | -7.7% | -1.7% | -9.8% |
| 3M | +26.0% | -6.4% | +32.3% | +25.6% |
| 6M | +56.5% | +5.2% | +51.4% | +56.9% |
| YTD | +144.3% | +38.3% | +105.9% | +132.0% |
| 1Y | +117.2% | +53.4% | +63.9% | +105.6% |
| All | +117.2% | +53.4% | +63.8% | +105.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling