+3,101.0%
MPC vs BHP
+166.4%
+2,934.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | +5.4% | -2.9% | +8.3% | +7.0% |
| 30D | +31.0% | +3.4% | +27.6% | +28.2% |
| 3M | +46.0% | +4.1% | +42.0% | +40.8% |
| 6M | +77.3% | +20.6% | +56.7% | +54.7% |
| YTD | +141.9% | +56.1% | +85.8% | +81.7% |
| 1Y | +120.9% | +69.6% | +51.3% | +57.4% |
| 3Y | +182.7% | +78.8% | +103.9% | +88.9% |
| 5Y | +646.4% | +113.1% | +533.4% | +329.3% |
| 10Y | +1,138.7% | +505.9% | +632.8% | +312.5% |
| All | +3,101.0% | +166.4% | +2,934.6% | +1,560.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling