+134.0%
BP vs MKC
+29.3%
+104.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | +5.7% | -2.8% | +8.6% | +6.2% |
| 30D | +8.1% | -3.4% | +11.5% | +8.6% |
| 3M | +8.6% | +3.8% | +4.8% | +7.6% |
| 6M | +18.1% | -17.9% | +36.1% | +21.6% |
| YTD | +37.6% | -23.6% | +61.2% | +43.2% |
| 1Y | +39.4% | -23.1% | +62.5% | +44.6% |
| 3Y | +40.1% | -31.5% | +71.6% | +47.6% |
| 5Y | +141.3% | -33.1% | +174.4% | +151.6% |
| All | +134.0% | +29.3% | +104.7% | +118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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