+163.8%
MPC vs AEM
+311.2%
-147.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.1% |
| 7D | -16.2% | +15.8% | -32.0% | -15.5% |
| 30D | -15.7% | +6.2% | -21.9% | -15.2% |
| 3M | +24.9% | +14.3% | +10.6% | +25.7% |
| 6M | +52.7% | +1.4% | +51.3% | +54.2% |
| YTD | +131.9% | +13.7% | +118.1% | +131.2% |
| 1Y | +96.6% | +21.3% | +75.3% | +95.4% |
| 3Y | +163.8% | +309.9% | -146.1% | +129.3% |
| All | +163.8% | +311.2% | -147.5% | +129.3% |
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