+3,005.7%
MPC vs BAH
+1,119.4%
+1,886.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.2% | -5.1% | -4.3% |
| 7D | -12.8% | +6.0% | -18.8% | -14.3% |
| 30D | -12.7% | +31.1% | -43.8% | -19.7% |
| 3M | +27.1% | +25.2% | +1.9% | +18.3% |
| 6M | +45.8% | +18.9% | +26.9% | +36.7% |
| YTD | +134.7% | +8.3% | +126.4% | +123.6% |
| 1Y | +106.0% | +6.2% | +99.9% | +97.1% |
| 3Y | +165.5% | -22.8% | +188.3% | +166.7% |
| 5Y | +540.9% | +13.6% | +527.3% | +441.8% |
| 10Y | +1,133.6% | +240.2% | +893.4% | +596.8% |
| All | +3,005.7% | +1,119.4% | +1,886.3% | +906.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling