+601.0%
MPC vs BHP
+119.2%
+481.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.8% |
| 7D | +11.2% | -0.5% | +11.7% | +11.4% |
| 30D | -14.5% | -4.5% | -10.0% | -13.5% |
| 3M | +16.7% | -6.9% | +23.6% | +18.5% |
| 6M | +67.6% | -10.6% | +78.1% | +71.1% |
| YTD | +157.9% | +37.2% | +120.7% | +118.4% |
| 1Y | +116.7% | +48.0% | +68.6% | +77.2% |
| 3Y | +199.8% | +52.6% | +147.2% | +135.2% |
| All | +601.0% | +119.2% | +481.8% | +316.3% |
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 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