+2,968.0%
MPC vs AEE
+575.3%
+2,392.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -16.2% | +2.1% | -18.3% | -17.1% |
| 30D | -15.7% | +11.4% | -27.1% | -20.0% |
| 3M | +24.9% | +5.0% | +19.9% | +21.7% |
| 6M | +52.7% | +4.4% | +48.2% | +48.2% |
| YTD | +131.9% | +15.4% | +116.5% | +113.4% |
| 1Y | +96.6% | +13.8% | +82.9% | +82.1% |
| 3Y | +163.8% | +58.0% | +105.8% | +103.0% |
| 5Y | +533.1% | +52.9% | +480.2% | +385.7% |
| 10Y | +1,118.6% | +205.1% | +913.6% | +549.3% |
| All | +2,968.0% | +575.3% | +2,392.7% | +611.6% |
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