+180.6%
MPC vs BHP
+76.8%
+103.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +5.4% | -2.9% | +8.3% | +6.1% |
| 30D | +31.0% | +3.4% | +27.6% | +29.8% |
| 3M | +46.0% | +4.1% | +42.0% | +44.2% |
| 6M | +77.3% | +20.6% | +56.7% | +66.9% |
| YTD | +141.9% | +56.1% | +85.8% | +106.9% |
| 1Y | +120.9% | +69.6% | +51.3% | +82.6% |
| All | +180.6% | +76.8% | +103.9% | +120.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling