+254.1%
MP vs BAH
+20.0%
+234.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.4% | +9.4% | +5.7% |
| 7D | -10.5% | -3.5% | -7.0% | -10.0% |
| 30D | -23.5% | +24.3% | -47.8% | -26.9% |
| 3M | -25.4% | +16.3% | -41.8% | -27.9% |
| 6M | -51.3% | +13.6% | -64.8% | -52.8% |
| YTD | -29.9% | +3.5% | -33.4% | -31.1% |
| 1Y | -31.8% | +2.7% | -34.5% | -32.9% |
| 3Y | +127.0% | -26.6% | +153.6% | +135.2% |
| 5Y | -3.3% | +8.5% | -11.8% | -15.6% |
| All | +254.1% | +20.0% | +234.1% | +185.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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