+163.8%
MPC vs BAH
-26.3%
+190.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | -0.8% |
| 7D | -16.2% | -3.5% | -12.6% | -15.9% |
| 30D | -15.7% | +24.3% | -40.0% | -17.4% |
| 3M | +24.9% | +16.3% | +8.6% | +23.0% |
| 6M | +52.7% | +13.6% | +39.1% | +50.7% |
| YTD | +131.9% | +3.5% | +128.4% | +129.8% |
| 1Y | +96.6% | +2.7% | +93.9% | +95.1% |
| 3Y | +163.8% | -26.6% | +190.4% | +150.4% |
| All | +163.8% | -26.3% | +190.1% | +150.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling