+1,166.2%
MPC vs AEP
+206.5%
+959.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | +9.4% | +2.5% | +7.0% | +8.5% |
| 30D | -13.4% | +3.4% | -16.8% | -14.5% |
| 3M | +18.9% | +4.2% | +14.7% | +17.0% |
| 6M | +64.9% | -0.8% | +65.7% | +64.7% |
| YTD | +156.8% | +15.2% | +141.6% | +141.3% |
| 1Y | +113.2% | +8.3% | +104.9% | +105.1% |
| 3Y | +201.8% | +84.2% | +117.6% | +126.8% |
| 5Y | +601.4% | +87.8% | +513.6% | +408.2% |
| All | +1,166.2% | +206.5% | +959.8% | +790.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling