+642.2%
MPC vs AEIS
+219.5%
+422.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.1% |
| 7D | +5.4% | +3.0% | +2.5% | +4.9% |
| 30D | +31.0% | -14.6% | +45.6% | +33.9% |
| 3M | +46.0% | -12.4% | +58.5% | +46.6% |
| 6M | +77.3% | -15.0% | +92.3% | +76.1% |
| YTD | +141.9% | +34.3% | +107.6% | +114.6% |
| 1Y | +120.9% | +87.4% | +33.5% | +79.0% |
| 3Y | +182.7% | +139.8% | +42.9% | +106.5% |
| All | +642.2% | +219.5% | +422.7% | +387.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling