+1,020.0%
AAOI vs MPC
+1,694.8%
-674.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.3% | +3.4% | +4.8% |
| 7D | +7.9% | +3.9% | +4.0% | +6.3% |
| 30D | -17.8% | +33.8% | -51.5% | -27.5% |
| 3M | -43.3% | +49.9% | -93.1% | -52.4% |
| 6M | +16.7% | +80.9% | -64.2% | -9.6% |
| YTD | +220.0% | +147.4% | +72.6% | +115.7% |
| 1Y | +372.1% | +123.2% | +248.9% | +231.6% |
| 3Y | +845.3% | +171.7% | +673.6% | +509.6% |
| 5Y | +1,333.8% | +678.6% | +655.2% | +494.8% |
| 10Y | +457.2% | +1,134.0% | -676.8% | +77.0% |
| All | +1,020.0% | +1,694.8% | -674.8% | +238.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling