+117.2%
MPC vs BAH
+6.2%
+111.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.5% | -9.6% | -8.3% |
| 7D | -10.9% | +5.8% | -16.7% | -11.5% |
| 30D | -9.4% | +28.7% | -38.1% | -12.0% |
| 3M | +26.0% | +20.9% | +5.1% | +23.1% |
| 6M | +56.5% | +15.2% | +41.4% | +54.5% |
| YTD | +144.3% | +7.1% | +137.2% | +136.4% |
| 1Y | +117.2% | +6.4% | +110.9% | +113.6% |
| All | +117.2% | +6.2% | +111.1% | +113.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling