+117.2%
MPC vs AEE
+13.9%
+103.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.5% | -10.6% | -7.5% |
| 7D | -10.9% | +4.7% | -15.6% | -10.0% |
| 30D | -9.4% | +13.4% | -22.8% | -7.4% |
| 3M | +26.0% | +4.1% | +21.9% | +26.7% |
| 6M | +56.5% | +2.0% | +54.5% | +57.2% |
| YTD | +144.3% | +15.6% | +128.6% | +144.9% |
| 1Y | +117.2% | +14.1% | +103.1% | +118.8% |
| All | +117.2% | +13.9% | +103.3% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 1y: compounded portfolio wealth divided by compounded AEE 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…
1y analysis · Full analysis span regression · 6 months rolling