+171.7%
MPC vs AEIS
+173.5%
-1.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.8% | -0.5% | +1.9% |
| 7D | +3.9% | +8.1% | -4.3% | +2.9% |
| 30D | +33.8% | -11.1% | +44.9% | +35.4% |
| 3M | +49.9% | -5.6% | +55.5% | +48.7% |
| 6M | +80.9% | -0.6% | +81.6% | +74.1% |
| YTD | +147.4% | +38.0% | +109.4% | +119.3% |
| 1Y | +123.2% | +87.2% | +36.0% | +82.0% |
| 3Y | +171.7% | +179.7% | -8.0% | +93.0% |
| All | +171.7% | +173.5% | -1.8% | +93.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling