+13.7%
MP vs BAM
+80.8%
-67.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.1% | +3.3% |
| 7D | +11.0% | -2.0% | +13.0% | +12.4% |
| 30D | -11.7% | +13.7% | -25.4% | -19.1% |
| 3M | -30.8% | -4.8% | -26.0% | -29.2% |
| 6M | -42.9% | +7.6% | -50.5% | -46.5% |
| YTD | -25.9% | +1.2% | -27.0% | -28.4% |
| 1Y | -37.3% | -2.3% | -35.0% | -38.0% |
| 3Y | +150.7% | +84.1% | +66.6% | +43.6% |
| All | +13.7% | +80.8% | -67.1% | -35.1% |
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