-15.1%
MP vs BAH
+8.3%
-23.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.4% | +9.4% | +5.6% |
| 7D | -10.5% | -3.5% | -7.0% | -10.1% |
| 30D | -23.5% | +24.3% | -47.8% | -26.5% |
| 3M | -25.4% | +16.3% | -41.8% | -27.6% |
| 6M | -51.3% | +13.6% | -64.8% | -52.6% |
| YTD | -29.9% | +3.5% | -33.4% | -30.8% |
| 1Y | -31.8% | +2.7% | -34.5% | -32.6% |
| 3Y | +127.0% | -26.6% | +153.6% | +134.6% |
| All | -15.1% | +8.3% | -23.3% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling