+128.6%
BP vs MLM
+41.9%
+86.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.4% |
| 7D | +3.9% | -2.9% | +6.8% | +4.2% |
| 30D | +7.6% | -6.8% | +14.4% | +8.3% |
| 3M | +0.7% | -11.2% | +11.9% | +1.7% |
| 6M | +15.5% | -21.8% | +37.3% | +18.9% |
| YTD | +30.8% | -17.0% | +47.8% | +32.6% |
| 1Y | +34.3% | -16.4% | +50.7% | +35.7% |
| 3Y | +35.1% | +14.5% | +20.6% | +25.0% |
| All | +128.6% | +41.9% | +86.7% | +100.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling