+120.9%
MPC vs AEE
+8.8%
+112.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | +5.4% | +0.3% | +5.1% | +5.5% |
| 30D | +31.0% | -2.3% | +33.2% | +30.4% |
| 3M | +46.0% | +0.2% | +45.8% | +45.8% |
| 6M | +77.3% | -4.7% | +82.1% | +75.9% |
| YTD | +141.9% | +8.1% | +133.8% | +140.9% |
| 1Y | +120.9% | +8.5% | +112.4% | +122.5% |
| All | +120.9% | +8.8% | +112.1% | +122.5% |
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