+1,134.0%
MPC vs AEE
+185.4%
+948.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +1.9% |
| 7D | +3.9% | +1.3% | +2.5% | +3.3% |
| 30D | +33.8% | -1.2% | +35.0% | +34.4% |
| 3M | +49.9% | +1.0% | +48.8% | +48.5% |
| 6M | +80.9% | -2.3% | +83.2% | +81.2% |
| YTD | +147.4% | +9.1% | +138.3% | +135.1% |
| 1Y | +123.2% | +10.6% | +112.6% | +110.3% |
| 3Y | +171.7% | +48.5% | +123.2% | +118.1% |
| 5Y | +678.6% | +39.9% | +638.7% | +533.4% |
| 10Y | +1,134.0% | +185.7% | +948.3% | +724.0% |
| All | +1,134.0% | +185.4% | +948.6% | +724.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling