+564.6%
MPC vs BAH
+10.2%
+554.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | -8.8% | +0.5% | -9.3% | -8.9% |
| 30D | -14.4% | +18.2% | -32.6% | -16.4% |
| 3M | +21.9% | +13.1% | +8.9% | +19.6% |
| 6M | +60.1% | +15.2% | +44.9% | +56.4% |
| YTD | +142.3% | +6.0% | +136.3% | +138.1% |
| 1Y | +101.7% | +3.1% | +98.6% | +99.0% |
| 3Y | +184.8% | -26.2% | +211.0% | +182.9% |
| 5Y | +564.6% | +9.3% | +555.3% | +492.2% |
| All | +564.6% | +10.2% | +554.4% | +492.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling