+642.2%
MPC vs AEM
+295.5%
+346.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | +5.4% | -0.5% | +6.0% | +5.5% |
| 30D | +31.0% | +24.0% | +7.0% | +29.2% |
| 3M | +46.0% | +16.1% | +29.9% | +44.7% |
| 6M | +77.3% | -11.6% | +88.9% | +79.7% |
| YTD | +141.9% | +21.5% | +120.4% | +135.8% |
| 1Y | +120.9% | +39.2% | +81.7% | +111.6% |
| 3Y | +182.7% | +347.4% | -164.7% | +125.8% |
| All | +642.2% | +295.5% | +346.8% | +494.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling