+3,101.0%
MPC vs BAH
+893.9%
+2,207.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.7% |
| 7D | +5.4% | -3.2% | +8.7% | +6.5% |
| 30D | +31.0% | +2.0% | +29.0% | +30.1% |
| 3M | +46.0% | -7.6% | +53.7% | +48.6% |
| 6M | +77.3% | -5.7% | +83.0% | +78.3% |
| YTD | +141.9% | -11.7% | +153.6% | +145.9% |
| 1Y | +120.9% | -27.4% | +148.3% | +137.6% |
| 3Y | +182.7% | -32.5% | +215.2% | +194.4% |
| 5Y | +646.4% | -3.3% | +649.8% | +560.0% |
| 10Y | +1,138.7% | +186.0% | +952.7% | +637.2% |
| All | +3,101.0% | +893.9% | +2,207.1% | +1,007.2% |
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 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