+601.0%
MPC vs AEE
+56.4%
+544.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.2% |
| 7D | +11.2% | +1.7% | +9.5% | +10.9% |
| 30D | -14.5% | +9.7% | -24.2% | -16.3% |
| 3M | +16.7% | +5.9% | +10.7% | +15.1% |
| 6M | +67.6% | +6.7% | +60.9% | +64.4% |
| YTD | +157.9% | +17.4% | +140.6% | +145.7% |
| 1Y | +116.7% | +12.7% | +104.0% | +108.8% |
| 3Y | +199.8% | +68.2% | +131.5% | +152.3% |
| All | +601.0% | +56.4% | +544.6% | +503.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling