+250.2%
MPC vs BAM
+90.5%
+159.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.3% | +2.3% | +4.2% |
| 7D | -9.4% | +5.3% | -14.7% | -10.4% |
| 30D | -14.3% | +18.1% | -32.4% | -17.4% |
| 3M | +31.1% | +4.2% | +26.9% | +29.8% |
| 6M | +60.3% | +11.1% | +49.2% | +55.6% |
| YTD | +142.5% | +6.6% | +135.9% | +137.2% |
| 1Y | +104.6% | +6.2% | +98.4% | +100.0% |
| 3Y | +191.7% | +95.0% | +96.7% | +133.8% |
| All | +250.2% | +90.5% | +159.6% | +179.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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