+424.9%
MAR vs BP
+137.6%
+287.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.1% |
| 7D | -2.1% | +5.7% | -7.8% | -4.3% |
| 30D | -5.7% | +8.1% | -13.7% | -8.8% |
| 3M | -14.6% | +8.6% | -23.2% | -18.1% |
| 6M | +1.3% | +18.1% | -16.8% | -7.4% |
| YTD | +6.7% | +37.6% | -30.9% | -9.9% |
| 1Y | +26.4% | +39.4% | -13.0% | +5.8% |
| 3Y | +64.7% | +40.1% | +24.7% | +33.8% |
| 5Y | +153.1% | +141.3% | +11.7% | +47.9% |
| All | +424.9% | +137.6% | +287.3% | +202.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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