+1,106.2%
MPC vs AEP
+191.0%
+915.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.4% | +3.2% | +4.1% |
| 7D | -9.4% | -1.5% | -7.9% | -8.9% |
| 30D | -14.3% | +4.5% | -18.8% | -15.7% |
| 3M | +31.1% | +2.8% | +28.3% | +29.6% |
| 6M | +60.3% | -0.7% | +60.9% | +59.9% |
| YTD | +142.5% | +13.8% | +128.7% | +128.9% |
| 1Y | +104.6% | +9.0% | +95.6% | +96.3% |
| 3Y | +191.7% | +83.0% | +108.7% | +119.8% |
| 5Y | +549.2% | +83.3% | +465.9% | +375.9% |
| 10Y | +1,106.2% | +194.6% | +911.6% | +757.7% |
| All | +1,106.2% | +191.0% | +915.2% | +757.7% |
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