+1,135.5%
MPC vs AEM
+434.1%
+701.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.4% | +5.8% | +3.5% |
| 7D | +2.6% | +1.4% | +1.2% | +2.5% |
| 30D | -12.2% | -1.2% | -11.0% | -12.2% |
| 3M | +20.1% | +2.5% | +17.5% | +19.7% |
| 6M | +60.6% | -5.1% | +65.7% | +60.7% |
| YTD | +150.6% | +10.4% | +140.2% | +147.0% |
| 1Y | +104.7% | +11.8% | +92.9% | +101.4% |
| 3Y | +194.5% | +315.6% | -121.2% | +159.9% |
| 5Y | +582.3% | +266.3% | +316.0% | +500.3% |
| All | +1,135.5% | +434.1% | +701.5% | +941.0% |
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