+116.3%
MP vs BAH
-22.8%
+139.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.2% | -7.2% | -6.2% |
| 7D | -19.0% | +6.0% | -25.0% | -19.5% |
| 30D | -30.5% | +31.1% | -61.6% | -32.8% |
| 3M | -29.6% | +25.2% | -54.7% | -31.5% |
| 6M | -50.4% | +18.9% | -69.3% | -51.3% |
| YTD | -33.2% | +8.3% | -41.5% | -33.5% |
| 1Y | -38.6% | +6.2% | -44.8% | -38.6% |
| All | +116.3% | -22.8% | +139.1% | +120.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling