+121.7%
MPC vs AEIS
+85.4%
+36.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.4% |
| 7D | +3.2% | +6.5% | -3.2% | +3.2% |
| 30D | +25.0% | -9.2% | +34.2% | +25.0% |
| 3M | +55.2% | -8.3% | +63.5% | +54.7% |
| 6M | +86.4% | -6.3% | +92.7% | +82.6% |
| YTD | +148.5% | +36.5% | +112.0% | +131.1% |
| 1Y | +121.7% | +84.8% | +36.9% | +103.8% |
| All | +121.7% | +85.4% | +36.3% | +103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 1y: compounded portfolio wealth divided by compounded AEIS 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…
1y analysis · Full analysis span regression · 6 months rolling