+1,072.7%
BP vs MLM
+2,961.7%
-1,889.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.2% |
| 7D | +3.9% | -2.9% | +6.8% | +4.8% |
| 30D | +7.6% | -6.8% | +14.4% | +9.6% |
| 3M | +0.7% | -11.2% | +11.9% | +3.3% |
| 6M | +15.5% | -21.8% | +37.3% | +22.2% |
| YTD | +30.8% | -17.0% | +47.8% | +35.4% |
| 1Y | +34.3% | -16.4% | +50.7% | +38.3% |
| 3Y | +35.1% | +14.5% | +20.6% | +23.8% |
| 5Y | +126.8% | +41.7% | +85.1% | +90.4% |
| 10Y | +123.4% | +200.0% | -76.7% | +44.3% |
| All | +1,072.7% | +2,961.7% | -1,889.1% | +350.5% |
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