+47.2%
BP vs MDY
+58.9%
-11.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | -0.8% | +0.2% | -1.0% | -0.8% |
| 30D | -3.1% | +2.1% | -5.3% | -3.9% |
| 3M | +6.2% | -3.6% | +9.8% | +7.4% |
| 6M | +4.8% | +1.7% | +3.1% | +3.6% |
| YTD | +35.2% | +13.8% | +21.3% | +25.9% |
| 1Y | +27.4% | +15.5% | +11.9% | +17.7% |
| All | +47.2% | +58.9% | -11.7% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 3y: compounded portfolio wealth divided by compounded MDY 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…
3y analysis · Full analysis span regression · 6 months rolling