+1,135.5%
MPC vs AEE
+218.3%
+917.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.6% |
| 7D | +2.6% | +0.2% | +2.4% | +2.5% |
| 30D | -12.2% | +9.7% | -21.9% | -15.8% |
| 3M | +20.1% | +5.8% | +14.3% | +16.9% |
| 6M | +60.6% | +4.5% | +56.1% | +56.3% |
| YTD | +150.6% | +15.8% | +134.7% | +131.5% |
| 1Y | +104.7% | +10.8% | +93.9% | +92.9% |
| 3Y | +194.5% | +62.8% | +131.7% | +126.0% |
| 5Y | +582.3% | +56.1% | +526.2% | +424.5% |
| All | +1,135.5% | +218.3% | +917.2% | +751.2% |
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