+70.4%
MPC vs AAOX
-92.4%
+162.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -11.0% | +13.5% | +2.6% |
| 7D | +9.4% | +22.0% | -12.6% | +9.1% |
| 30D | -13.4% | -76.8% | +63.4% | -12.9% |
| 3M | +18.9% | -90.7% | +109.6% | +19.9% |
| 6M | +64.9% | -97.2% | +162.1% | +66.6% |
| All | +70.4% | -92.4% | +162.8% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 AAOX 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