+130.1%
BP vs MKTX
+1,445.7%
-1,315.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.5% | +2.4% |
| 7D | +0.9% | +0.4% | +0.5% | +0.9% |
| 30D | +9.1% | +1.0% | +8.2% | +9.0% |
| 3M | +3.9% | +41.3% | -37.3% | -2.5% |
| 6M | +13.6% | -11.3% | +25.0% | +15.0% |
| YTD | +34.0% | -8.6% | +42.6% | +34.7% |
| 1Y | +39.2% | -11.1% | +50.2% | +40.3% |
| 3Y | +36.4% | -24.5% | +60.9% | +38.3% |
| 5Y | +135.8% | -61.4% | +197.2% | +162.8% |
| 10Y | +125.0% | +6.8% | +118.2% | +96.5% |
| All | +130.1% | +1,445.7% | -1,315.6% | -1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling