+826.4%
AAOI vs MPC
+171.8%
+654.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.7% | -3.5% |
| 7D | +4.7% | +3.2% | +1.4% | +2.9% |
| 30D | -18.7% | +25.0% | -43.8% | -28.9% |
| 3M | -33.7% | +55.2% | -88.9% | -49.5% |
| 6M | -2.4% | +86.4% | -88.8% | -33.5% |
| YTD | +209.6% | +148.5% | +61.1% | +71.3% |
| 1Y | +355.0% | +121.7% | +233.3% | +172.4% |
| All | +826.4% | +171.8% | +654.7% | +328.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling