+1,134.0%
MPC vs BHP
+509.4%
+624.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.5% | +1.3% |
| 7D | +3.9% | +1.3% | +2.6% | +3.1% |
| 30D | +33.8% | +4.0% | +29.8% | +30.4% |
| 3M | +49.9% | +12.3% | +37.5% | +38.1% |
| 6M | +80.9% | +30.8% | +50.1% | +48.7% |
| YTD | +147.4% | +58.8% | +88.7% | +78.7% |
| 1Y | +123.2% | +76.8% | +46.4% | +49.6% |
| 3Y | +171.7% | +87.5% | +84.3% | +67.9% |
| 5Y | +678.6% | +123.9% | +554.7% | +294.2% |
| 10Y | +1,134.0% | +504.4% | +629.7% | +242.8% |
| All | +1,134.0% | +509.4% | +624.6% | +242.8% |
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