-41.2%
MP vs BAH
+2.1%
-43.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.6% | +5.0% | +6.7% |
| 7D | -1.6% | -1.5% | -0.1% | -1.6% |
| 30D | -18.2% | +17.3% | -35.4% | -18.1% |
| 3M | -26.1% | +14.9% | -41.0% | -25.9% |
| 6M | -44.0% | +14.2% | -58.3% | -42.5% |
| YTD | -25.3% | +5.1% | -30.4% | -21.8% |
| All | -41.2% | +2.1% | -43.3% | -38.3% |
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