+44.7%
BP vs MLM
+20.9%
+23.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.2% | +3.2% | -2.3% |
| 7D | -11.2% | -1.2% | -10.0% | -11.3% |
| 30D | -0.7% | +7.9% | -8.6% | -0.3% |
| 3M | +9.8% | -4.5% | +14.3% | +9.6% |
| 6M | -1.6% | -12.6% | +11.1% | -1.4% |
| YTD | +33.5% | -14.9% | +48.4% | +33.1% |
| 1Y | +31.7% | -13.1% | +44.8% | +30.9% |
| All | +44.7% | +20.9% | +23.8% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling