+117.2%
MPC vs AEP
+10.7%
+106.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.5% | -7.6% | -8.1% |
| 7D | -10.9% | +0.8% | -11.7% | -10.9% |
| 30D | -9.4% | +7.9% | -17.4% | -9.2% |
| 3M | +26.0% | +1.5% | +24.5% | +25.8% |
| 6M | +56.5% | -2.6% | +59.1% | +56.3% |
| YTD | +144.3% | +14.7% | +129.6% | +142.3% |
| 1Y | +117.2% | +10.8% | +106.5% | +117.4% |
| All | +117.2% | +10.7% | +106.5% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 1y: compounded portfolio wealth divided by compounded AEP 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…
1y analysis · Full analysis span regression · 6 months rolling