+7.5%
MP vs BAM
+86.2%
-78.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +4.0% | +4.4% |
| 7D | -10.5% | +9.7% | -20.2% | -16.0% |
| 30D | -23.5% | +19.0% | -42.5% | -31.9% |
| 3M | -25.4% | +0.6% | -26.0% | -26.4% |
| 6M | -51.3% | +11.1% | -62.3% | -55.2% |
| YTD | -29.9% | +4.2% | -34.1% | -33.5% |
| 1Y | -31.8% | +3.3% | -35.2% | -35.0% |
| 3Y | +127.0% | +88.8% | +38.2% | +28.0% |
| All | +7.5% | +86.2% | -78.7% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 10y: compounded portfolio wealth divided by compounded BAM 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…
10y analysis · Full analysis span regression · 6 months rolling