+416.0%
AAOI vs MPC
+1,179.0%
-763.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.6% |
| 7D | -0.2% | +1.8% | -2.0% | -0.8% |
| 30D | -23.7% | +14.0% | -37.7% | -27.9% |
| 3M | -39.0% | +52.2% | -91.2% | -49.2% |
| 6M | -17.0% | +75.8% | -92.8% | -34.7% |
| YTD | +202.2% | +146.3% | +56.0% | +104.9% |
| 1Y | +292.4% | +120.8% | +171.6% | +178.1% |
| 3Y | +804.4% | +172.6% | +631.7% | +484.4% |
| 5Y | +1,318.0% | +678.2% | +639.8% | +500.2% |
| All | +416.0% | +1,179.0% | -763.0% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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