+163.8%
MPC vs AEP
+76.7%
+87.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -16.2% | -2.8% | -13.4% | -16.1% |
| 30D | -15.7% | +3.6% | -19.4% | -15.8% |
| 3M | +24.9% | +1.8% | +23.1% | +24.8% |
| 6M | +52.7% | -3.1% | +55.8% | +52.6% |
| YTD | +131.9% | +12.2% | +119.6% | +129.9% |
| 1Y | +96.6% | +9.1% | +87.5% | +95.3% |
| 3Y | +163.8% | +77.9% | +85.9% | +146.2% |
| All | +163.8% | +76.7% | +87.0% | +146.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling