+3,298.1%
MPC vs AEIS
+1,601.8%
+1,696.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +2.8% |
| 7D | +9.4% | +23.2% | -13.8% | +2.8% |
| 30D | -13.4% | -17.0% | +3.6% | -9.7% |
| 3M | +18.9% | -32.2% | +51.0% | +30.1% |
| 6M | +64.9% | -32.6% | +97.5% | +75.2% |
| YTD | +156.8% | +9.4% | +147.4% | +125.6% |
| 1Y | +113.2% | +7.7% | +105.5% | +87.7% |
| 3Y | +201.8% | +157.9% | +43.9% | +86.0% |
| 5Y | +601.4% | +154.8% | +446.6% | +313.0% |
| 10Y | +1,166.0% | +355.2% | +810.7% | +462.4% |
| All | +3,298.1% | +1,601.8% | +1,696.3% | +760.7% |
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