+36.4%
BP vs MTB
+118.5%
-82.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.5% |
| 7D | +0.9% | +2.8% | -1.8% | +0.5% |
| 30D | +9.1% | -4.2% | +13.3% | +9.8% |
| 3M | +3.9% | +7.8% | -3.9% | +2.2% |
| 6M | +13.6% | +14.8% | -1.2% | +10.3% |
| YTD | +34.0% | +20.8% | +13.2% | +28.3% |
| 1Y | +39.2% | +23.1% | +16.1% | +32.5% |
| 3Y | +36.4% | +114.8% | -78.4% | +17.5% |
| All | +36.4% | +118.5% | -82.1% | +17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling