+123.2%
MPC vs AEE
+10.3%
+112.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +2.5% |
| 7D | +3.9% | +1.3% | +2.5% | +4.1% |
| 30D | +33.8% | -1.2% | +35.0% | +33.4% |
| 3M | +49.9% | +1.0% | +48.8% | +49.9% |
| 6M | +80.9% | -2.3% | +83.2% | +79.9% |
| YTD | +147.4% | +9.1% | +138.3% | +146.7% |
| 1Y | +123.2% | +10.6% | +112.6% | +125.2% |
| All | +123.2% | +10.3% | +112.9% | +125.2% |
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 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