+30.7%
BP vs MLM
-14.5%
+45.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.5% | -0.9% |
| 7D | -11.6% | -4.1% | -7.5% | -12.6% |
| 30D | 0.0% | +8.2% | -8.1% | +2.7% |
| 3M | +6.7% | -3.6% | +10.3% | +5.6% |
| 6M | +2.2% | -15.6% | +17.7% | -1.4% |
| YTD | +33.0% | -16.4% | +49.4% | +25.3% |
| 1Y | +30.7% | -14.3% | +45.1% | +22.8% |
| All | +30.7% | -14.5% | +45.2% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling