+134.1%
BP vs MKTX
+5.0%
+129.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +5.2% | -0.2% | +5.5% | +5.2% |
| 30D | +8.7% | +0.7% | +8.0% | +8.6% |
| 3M | +9.3% | +40.8% | -31.5% | +5.9% |
| 6M | +13.6% | -8.0% | +21.6% | +13.9% |
| YTD | +37.7% | -8.7% | +46.4% | +38.1% |
| 1Y | +40.6% | -11.8% | +52.5% | +41.4% |
| 3Y | +40.3% | -24.0% | +64.4% | +41.3% |
| 5Y | +141.4% | -60.3% | +201.7% | +155.8% |
| All | +134.1% | +5.0% | +129.1% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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