+101.7%
MPC vs AEP
+9.0%
+92.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -8.8% | -0.8% | -8.0% | -8.9% |
| 30D | -14.4% | +4.9% | -19.3% | -14.3% |
| 3M | +21.9% | +4.9% | +17.1% | +22.0% |
| 6M | +60.1% | -0.3% | +60.4% | +59.4% |
| YTD | +142.3% | +14.3% | +128.0% | +140.8% |
| 1Y | +101.7% | +7.5% | +94.2% | +102.9% |
| All | +101.7% | +9.0% | +92.7% | +102.9% |
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