+1,290.2%
AAOI vs MPC
+653.8%
+636.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.8% | -2.5% | -3.5% |
| 7D | +2.9% | +1.2% | +1.7% | +2.4% |
| 30D | -23.1% | +17.0% | -40.1% | -28.6% |
| 3M | -41.0% | +49.5% | -90.5% | -51.4% |
| 6M | -14.3% | +83.5% | -97.8% | -35.5% |
| YTD | +196.3% | +144.1% | +52.2% | +92.4% |
| 1Y | +272.6% | +119.6% | +153.0% | +154.8% |
| 3Y | +775.3% | +168.1% | +607.3% | +429.4% |
| 5Y | +1,290.2% | +671.3% | +618.8% | +589.9% |
| All | +1,290.2% | +653.8% | +636.3% | +589.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling