+642.2%
MPC vs AEE
+40.8%
+601.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | +5.4% | +0.3% | +5.1% | +5.4% |
| 30D | +31.0% | -2.3% | +33.2% | +31.6% |
| 3M | +46.0% | +0.2% | +45.8% | +45.5% |
| 6M | +77.3% | -4.7% | +82.1% | +78.5% |
| YTD | +141.9% | +8.1% | +133.8% | +135.1% |
| 1Y | +120.9% | +8.5% | +112.4% | +114.2% |
| 3Y | +182.7% | +48.9% | +133.8% | +147.8% |
| All | +642.2% | +40.8% | +601.5% | +556.9% |
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