+601.0%
MPC vs AEP
+87.7%
+513.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +11.2% | +2.9% | +8.4% | +10.7% |
| 30D | -14.5% | +3.2% | -17.7% | -14.9% |
| 3M | +16.7% | +3.8% | +12.9% | +15.9% |
| 6M | +67.6% | +2.5% | +65.1% | +66.4% |
| YTD | +157.9% | +15.5% | +142.5% | +150.0% |
| 1Y | +116.7% | +9.6% | +107.1% | +112.2% |
| 3Y | +199.8% | +91.2% | +108.6% | +152.1% |
| All | +601.0% | +87.7% | +513.3% | +480.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling