+1,079.5%
MPC vs BAH
+220.7%
+858.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | 0.0% |
| 7D | -16.2% | -3.5% | -12.6% | -15.4% |
| 30D | -15.7% | +24.3% | -40.0% | -20.7% |
| 3M | +24.9% | +16.3% | +8.6% | +19.4% |
| 6M | +52.7% | +13.6% | +39.1% | +45.9% |
| YTD | +131.9% | +3.5% | +128.4% | +124.8% |
| 1Y | +96.6% | +2.7% | +93.9% | +90.7% |
| 3Y | +163.8% | -26.6% | +190.4% | +167.0% |
| 5Y | +533.1% | +8.5% | +524.6% | +428.7% |
| All | +1,079.5% | +220.7% | +858.7% | +625.5% |
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