+767.2%
BP vs MDY
+2,594.0%
-1,826.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | +3.8% | +2.3% | +1.5% | +2.1% |
| 30D | -5.3% | +2.0% | -7.3% | -6.9% |
| 3M | +9.3% | -5.6% | +14.9% | +13.3% |
| 6M | +7.2% | +1.3% | +5.9% | +5.1% |
| YTD | +38.0% | +12.3% | +25.7% | +24.5% |
| 1Y | +33.2% | +15.8% | +17.4% | +17.4% |
| 3Y | +50.3% | +56.5% | -6.2% | +4.5% |
| 5Y | +114.1% | +35.1% | +78.9% | +62.9% |
| 10Y | +140.7% | +167.4% | -26.7% | +13.6% |
| All | +767.2% | +2,594.0% | -1,826.7% | +13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling