+3,109.1%
MPC vs AEE
+582.3%
+2,526.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.0% | +3.6% | +4.1% |
| 7D | -9.4% | +2.3% | -11.7% | -10.5% |
| 30D | -14.3% | +11.6% | -25.9% | -18.7% |
| 3M | +31.1% | +5.5% | +25.6% | +27.5% |
| 6M | +60.3% | +6.0% | +54.2% | +54.6% |
| YTD | +142.5% | +16.6% | +125.9% | +122.2% |
| 1Y | +104.6% | +12.1% | +92.5% | +91.0% |
| 3Y | +191.7% | +64.2% | +127.5% | +120.1% |
| 5Y | +549.2% | +59.1% | +490.1% | +387.9% |
| 10Y | +1,106.2% | +210.2% | +896.0% | +539.0% |
| All | +3,109.1% | +582.3% | +2,526.8% | +640.9% |
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 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