+199.8%
MPC vs AEM
+301.1%
-101.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +11.2% | -6.8% | +18.1% | +10.9% |
| 30D | -14.5% | +0.8% | -15.3% | -14.2% |
| 3M | +16.7% | -0.8% | +17.5% | +16.9% |
| 6M | +67.6% | -8.5% | +76.1% | +68.8% |
| YTD | +157.9% | +5.9% | +152.0% | +156.5% |
| 1Y | +116.7% | +6.6% | +110.1% | +115.3% |
| 3Y | +199.8% | +302.2% | -102.4% | +163.5% |
| All | +199.8% | +301.1% | -101.3% | +163.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling