+117.2%
MPC vs AON
+2.1%
+115.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.4% | -12.5% | -7.9% |
| 7D | -10.9% | +9.4% | -20.4% | -10.7% |
| 30D | -9.4% | +27.0% | -36.4% | -9.4% |
| 3M | +26.0% | -3.1% | +29.1% | +26.3% |
| 6M | +56.5% | +10.0% | +46.5% | +55.7% |
| YTD | +144.3% | -1.6% | +145.9% | +144.4% |
| 1Y | +117.2% | +0.9% | +116.4% | +118.8% |
| All | +117.2% | +2.1% | +115.1% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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