+1,171.8%
MPC vs BAH
+198.8%
+973.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +11.2% | +1.7% | +9.5% | +10.8% |
| 30D | -14.5% | +20.8% | -35.3% | -18.8% |
| 3M | +16.7% | +11.6% | +5.1% | +12.8% |
| 6M | +67.6% | +23.1% | +44.5% | +56.8% |
| YTD | +157.9% | +5.3% | +152.7% | +149.0% |
| 1Y | +116.7% | +6.1% | +110.5% | +108.3% |
| 3Y | +199.8% | -27.5% | +227.2% | +205.7% |
| 5Y | +604.4% | +6.2% | +598.2% | +496.6% |
| All | +1,171.8% | +198.8% | +973.0% | +711.1% |
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