+64.6%
MAR vs BP
+36.5%
+28.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.4% | -4.7% | -2.4% |
| 7D | -1.7% | +0.9% | -2.6% | -1.8% |
| 30D | -6.9% | +9.1% | -16.0% | -7.4% |
| 3M | -15.8% | +3.9% | -19.7% | -16.0% |
| 6M | +1.9% | +13.6% | -11.7% | -0.1% |
| YTD | +6.6% | +34.0% | -27.4% | +0.8% |
| 1Y | +23.7% | +39.2% | -15.5% | +15.8% |
| 3Y | +64.6% | +36.4% | +28.2% | +51.9% |
| All | +64.6% | +36.5% | +28.1% | +51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling