+3,101.0%
MPC vs AEE
+532.6%
+2,568.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | +5.4% | +0.3% | +5.1% | +5.3% |
| 30D | +31.0% | -2.3% | +33.2% | +32.3% |
| 3M | +46.0% | +0.2% | +45.8% | +45.1% |
| 6M | +77.3% | -4.7% | +82.1% | +79.8% |
| YTD | +141.9% | +8.1% | +133.8% | +130.1% |
| 1Y | +120.9% | +8.5% | +112.4% | +109.2% |
| 3Y | +182.7% | +48.9% | +133.8% | +123.6% |
| 5Y | +646.4% | +39.9% | +606.5% | +498.7% |
| 10Y | +1,138.7% | +186.5% | +952.2% | +581.0% |
| All | +3,101.0% | +532.6% | +2,568.4% | +667.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling