+1,166.2%
MPC vs AON
+228.1%
+938.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.9% |
| 7D | +9.4% | -3.2% | +12.6% | +10.9% |
| 30D | -13.4% | +21.7% | -35.1% | -21.2% |
| 3M | +18.9% | -5.1% | +24.0% | +20.4% |
| 6M | +64.9% | +5.9% | +59.0% | +57.4% |
| YTD | +156.8% | -4.8% | +161.6% | +155.8% |
| 1Y | +113.2% | -4.1% | +117.2% | +111.2% |
| 3Y | +201.8% | +2.0% | +199.8% | +180.5% |
| 5Y | +601.4% | +15.2% | +586.2% | +484.5% |
| All | +1,166.2% | +228.1% | +938.1% | +460.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling