+810.0%
BP vs MCO
+7,398.7%
-6,588.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.2% |
| 7D | +4.0% | -3.1% | +7.1% | +4.9% |
| 30D | +7.8% | -0.5% | +8.4% | +7.8% |
| 3M | +8.4% | +5.7% | +2.7% | +6.1% |
| 6M | +15.1% | +3.0% | +12.0% | +13.0% |
| YTD | +36.4% | -6.5% | +42.9% | +37.1% |
| 1Y | +40.9% | -5.8% | +46.7% | +40.8% |
| 3Y | +38.8% | +43.1% | -4.3% | +20.7% |
| 5Y | +141.1% | +29.5% | +111.6% | +111.7% |
| 10Y | +133.9% | +388.8% | -254.9% | +38.2% |
| All | +810.0% | +7,398.7% | -6,588.7% | +172.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling