-37.3%
MP vs BAH
+3.0%
-40.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | +11.0% | -2.6% | +13.6% | +10.9% |
| 30D | -11.7% | +20.4% | -32.1% | -11.5% |
| 3M | -30.8% | +11.9% | -42.6% | -30.5% |
| 6M | -42.9% | +17.1% | -60.0% | -41.4% |
| YTD | -25.9% | +5.5% | -31.4% | -22.0% |
| 1Y | -37.3% | +5.6% | -42.9% | -33.8% |
| All | -37.3% | +3.0% | -40.3% | -33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling