+127.0%
BP vs MLM
+149.0%
-22.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -6.3% | -2.9% | -3.5% | -5.5% |
| 30D | -3.6% | +10.4% | -14.0% | -6.9% |
| 3M | +5.2% | -3.7% | +9.0% | +6.1% |
| 6M | +5.3% | -10.3% | +15.6% | +7.4% |
| YTD | +33.1% | -14.8% | +47.9% | +36.7% |
| 1Y | +26.3% | -13.9% | +40.2% | +29.0% |
| 3Y | +47.5% | +18.4% | +29.1% | +29.0% |
| 5Y | +106.2% | +31.8% | +74.4% | +66.7% |
| 10Y | +127.0% | +143.4% | -16.5% | +27.0% |
| All | +127.0% | +149.0% | -22.0% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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