+101.9%
MPC vs AEP
+8.5%
+93.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.4% | +3.2% | +4.6% |
| 7D | -9.4% | -1.5% | -7.9% | -9.5% |
| 30D | -14.3% | +4.5% | -18.8% | -14.2% |
| 3M | +31.1% | +2.8% | +28.3% | +31.0% |
| 6M | +60.3% | -0.7% | +60.9% | +59.6% |
| YTD | +142.5% | +13.8% | +128.7% | +141.0% |
| All | +101.9% | +8.5% | +93.3% | +103.0% |
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