+1,135.3%
MPC vs BAH
+211.3%
+923.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +4.0% | +3.6% |
| 7D | +2.6% | -1.6% | +4.2% | +3.0% |
| 30D | -12.2% | +18.0% | -30.2% | -16.2% |
| 3M | +20.1% | +11.4% | +8.6% | +16.1% |
| 6M | +60.6% | +17.7% | +42.9% | +52.1% |
| YTD | +150.6% | +5.4% | +145.2% | +141.9% |
| 1Y | +104.7% | +2.8% | +101.9% | +98.7% |
| 3Y | +194.5% | -26.7% | +221.1% | +199.0% |
| 5Y | +582.3% | +8.1% | +574.2% | +473.4% |
| 10Y | +1,135.3% | +202.5% | +932.7% | +691.3% |
| All | +1,135.3% | +211.3% | +923.9% | +691.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling