+2,968.0%
MPC vs AEIS
+1,365.5%
+1,602.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.1% | -7.3% | -3.0% |
| 7D | -16.2% | -11.3% | -4.9% | -13.6% |
| 30D | -15.7% | -32.6% | +16.9% | -6.6% |
| 3M | +24.9% | -39.2% | +64.1% | +41.0% |
| 6M | +52.7% | -45.4% | +98.0% | +72.7% |
| YTD | +131.9% | -5.8% | +137.7% | +112.9% |
| 1Y | +96.6% | -10.0% | +106.6% | +82.8% |
| 3Y | +163.8% | +121.2% | +42.6% | +70.2% |
| 5Y | +533.1% | +110.6% | +422.5% | +295.3% |
| 10Y | +1,118.6% | +326.6% | +792.0% | +453.9% |
| All | +2,968.0% | +1,365.5% | +1,602.5% | +712.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling