+153.3%
MP vs BAH
-32.2%
+185.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.6% |
| 7D | -2.9% | -3.2% | +0.4% | -2.5% |
| 30D | +13.8% | +2.0% | +11.8% | +13.6% |
| 3M | -16.7% | -7.6% | -9.1% | -15.4% |
| 6M | -11.5% | -5.7% | -5.8% | -11.0% |
| YTD | +7.9% | -11.7% | +19.7% | +10.3% |
| 1Y | -15.0% | -27.4% | +12.3% | -10.2% |
| All | +153.3% | -32.2% | +185.5% | +189.7% |
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