+1,106.2%
MPC vs AEM
+366.3%
+739.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.8% | -0.2% | +4.4% |
| 7D | -9.4% | +17.8% | -27.2% | -10.0% |
| 30D | -14.3% | +6.2% | -20.5% | -14.5% |
| 3M | +31.1% | +12.5% | +18.6% | +30.3% |
| 6M | +60.3% | +4.4% | +55.8% | +59.8% |
| YTD | +142.5% | +19.2% | +123.3% | +138.5% |
| 1Y | +104.6% | +25.5% | +79.1% | +100.4% |
| 3Y | +191.7% | +346.4% | -154.7% | +157.6% |
| 5Y | +549.2% | +305.7% | +243.5% | +470.7% |
| 10Y | +1,106.2% | +375.9% | +730.3% | +937.9% |
| All | +1,106.2% | +366.3% | +739.9% | +937.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 10y: compounded portfolio wealth divided by compounded AEM 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…
10y analysis · Full analysis span regression · 6 months rolling