+1,116.6%
MPC vs AEP
+167.9%
+948.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +5.4% | +1.8% | +3.7% | +4.8% |
| 30D | +31.0% | -0.8% | +31.8% | +31.3% |
| 3M | +46.0% | -1.8% | +47.9% | +46.5% |
| 6M | +77.3% | -5.4% | +82.7% | +80.0% |
| YTD | +141.9% | +10.4% | +131.5% | +130.9% |
| 1Y | +120.9% | +18.2% | +102.8% | +104.8% |
| 3Y | +182.7% | +79.0% | +103.7% | +114.0% |
| 5Y | +646.4% | +64.8% | +581.6% | +474.6% |
| All | +1,116.6% | +167.9% | +948.7% | +763.7% |
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