+134.0%
BP vs MCO
+385.7%
-251.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.4% |
| 7D | +5.7% | -7.3% | +13.1% | +8.5% |
| 30D | +8.1% | -1.7% | +9.8% | +8.5% |
| 3M | +8.6% | +3.9% | +4.7% | +6.3% |
| 6M | +18.1% | +3.8% | +14.3% | +15.1% |
| YTD | +37.6% | -7.9% | +45.5% | +39.2% |
| 1Y | +39.4% | -6.8% | +46.2% | +39.7% |
| 3Y | +40.1% | +40.9% | -0.9% | +15.6% |
| 5Y | +141.3% | +27.5% | +113.8% | +102.7% |
| All | +134.0% | +385.7% | -251.7% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 10y: compounded portfolio wealth divided by compounded MCO 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…
10y analysis · Full analysis span regression · 6 months rolling