-20.4%
BA vs MPC
+586.3%
-606.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.4% | -2.7% | -0.1% |
| 7D | -1.4% | +2.6% | -4.0% | -2.0% |
| 30D | -7.9% | -12.2% | +4.3% | -5.3% |
| 3M | -25.2% | +20.1% | -45.2% | -28.5% |
| 6M | -26.7% | +60.6% | -87.3% | -35.3% |
| YTD | -19.6% | +150.6% | -170.2% | -38.9% |
| 1Y | -10.6% | +104.7% | -115.2% | -27.6% |
| 3Y | -11.2% | +194.5% | -205.7% | -39.1% |
| 5Y | -20.4% | +582.3% | -602.7% | -68.2% |
| All | -20.4% | +586.3% | -606.8% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling