+140.1%
BP vs MTB
+113.8%
+26.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | -5.6% | +0.8% | -6.4% | -6.1% |
| 3M | +8.0% | -12.8% | +20.8% | +14.0% |
| 6M | +5.7% | +6.7% | -1.0% | +1.8% |
| YTD | +36.8% | +11.3% | +25.5% | +28.4% |
| 1Y | +30.7% | +20.2% | +10.6% | +18.5% |
| 3Y | +51.6% | +103.8% | -52.1% | +3.9% |
| 5Y | +112.2% | +60.9% | +51.3% | +55.0% |
| All | +140.1% | +113.8% | +26.2% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling