+1,120.8%
BP vs MLM
+3,210.3%
-2,089.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.4% | -6.5% | -4.8% |
| 7D | -8.4% | +9.1% | -17.5% | -10.8% |
| 30D | +2.2% | +14.6% | -12.4% | -1.9% |
| 3M | +8.8% | +0.3% | +8.5% | +8.2% |
| 6M | -0.5% | -7.5% | +7.0% | +0.3% |
| YTD | +36.2% | -10.2% | +46.4% | +37.4% |
| 1Y | +36.6% | -10.5% | +47.0% | +37.8% |
| 3Y | +48.1% | +27.8% | +20.3% | +31.6% |
| 5Y | +114.3% | +38.9% | +75.4% | +81.5% |
| 10Y | +139.2% | +211.4% | -72.2% | +52.8% |
| All | +1,120.8% | +3,210.3% | -2,089.4% | +357.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling