+1,134.0%
MPC vs AEM
+333.3%
+800.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.4% | +3.7% | +2.3% |
| 7D | +3.9% | +4.3% | -0.5% | +3.6% |
| 30D | +33.8% | +13.1% | +20.6% | +32.8% |
| 3M | +49.9% | +24.8% | +25.1% | +47.9% |
| 6M | +80.9% | -8.2% | +89.2% | +81.6% |
| YTD | +147.4% | +19.8% | +127.6% | +143.1% |
| 1Y | +123.2% | +32.1% | +91.1% | +117.5% |
| 3Y | +171.7% | +348.2% | -176.5% | +139.4% |
| 5Y | +678.6% | +297.5% | +381.1% | +583.8% |
| 10Y | +1,134.0% | +343.3% | +790.7% | +958.5% |
| All | +1,134.0% | +333.3% | +800.7% | +958.5% |
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