+52.7%
MPC vs AAOX
-97.6%
+150.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +12.6% | -13.8% | -1.4% |
| 7D | -16.2% | -52.9% | +36.7% | -15.5% |
| 30D | -15.7% | -86.9% | +71.2% | -14.3% |
| 3M | +24.9% | -89.6% | +114.5% | +26.5% |
| 6M | +52.7% | -97.3% | +150.0% | +56.2% |
| All | +52.7% | -97.6% | +150.2% | +56.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling