+270.8%
MPC vs BAM
+80.8%
+190.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.7% | +2.9% |
| 7D | +9.4% | -2.0% | +11.4% | +9.8% |
| 30D | -13.4% | +13.7% | -27.1% | -16.0% |
| 3M | +18.9% | -4.8% | +23.6% | +19.8% |
| 6M | +64.9% | +7.6% | +57.3% | +60.8% |
| YTD | +156.8% | +1.2% | +155.7% | +153.6% |
| 1Y | +113.2% | -2.3% | +115.4% | +112.5% |
| 3Y | +201.8% | +84.1% | +117.7% | +144.6% |
| All | +270.8% | +80.8% | +190.0% | +198.9% |
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