+534.5%
MPC vs BHP
+120.8%
+413.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.7% |
| 7D | -16.2% | +0.9% | -17.1% | -16.5% |
| 30D | -15.7% | -6.3% | -9.5% | -14.3% |
| 3M | +24.9% | -7.1% | +32.0% | +26.9% |
| 6M | +52.7% | -3.2% | +55.8% | +51.3% |
| YTD | +131.9% | +37.9% | +94.0% | +96.3% |
| 1Y | +96.6% | +49.7% | +47.0% | +60.4% |
| 3Y | +163.8% | +51.7% | +112.1% | +108.2% |
| All | +534.5% | +120.8% | +413.7% | +299.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling