+1,281.6%
BP vs M
+401.4%
+880.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | +0.4% |
| 7D | -11.6% | -4.3% | -7.4% | -11.1% |
| 30D | 0.0% | +1.3% | -1.2% | -0.5% |
| 3M | +6.7% | -7.4% | +14.1% | +7.6% |
| 6M | +2.2% | +18.3% | -16.2% | -2.2% |
| YTD | +33.0% | +7.6% | +25.4% | +28.7% |
| 1Y | +30.7% | +17.4% | +13.3% | +24.2% |
| 3Y | +44.2% | +108.4% | -64.2% | +17.3% |
| 5Y | +105.1% | -10.6% | +115.8% | +85.5% |
| 10Y | +133.5% | -3.2% | +136.7% | +77.0% |
| All | +1,281.6% | +401.4% | +880.2% | +558.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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