-10.1%
BA vs MPC
+160.2%
-170.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | +1.1% | -16.2% | +17.3% | +3.0% |
| 30D | -7.9% | -15.7% | +7.8% | -6.1% |
| 3M | -25.3% | +24.9% | -50.2% | -27.1% |
| 6M | -24.6% | +52.7% | -77.2% | -28.8% |
| YTD | -20.1% | +131.9% | -152.0% | -32.2% |
| 1Y | -11.8% | +96.6% | -108.4% | -22.0% |
| 3Y | -10.1% | +163.8% | -173.9% | -24.1% |
| All | -10.1% | +160.2% | -170.3% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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