+3,101.0%
MPC vs AEM
+309.0%
+2,792.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | +5.4% | -0.5% | +6.0% | +5.4% |
| 30D | +31.0% | +24.0% | +7.0% | +29.1% |
| 3M | +46.0% | +16.1% | +29.9% | +44.4% |
| 6M | +77.3% | -11.6% | +88.9% | +78.1% |
| YTD | +141.9% | +21.5% | +120.4% | +137.0% |
| 1Y | +120.9% | +39.2% | +81.7% | +114.0% |
| 3Y | +182.7% | +347.4% | -164.7% | +149.0% |
| 5Y | +646.4% | +290.1% | +356.3% | +557.8% |
| 10Y | +1,138.7% | +357.8% | +780.9% | +954.7% |
| All | +3,101.0% | +309.0% | +2,792.0% | +2,657.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling