+121.7%
MPC vs AON
-17.2%
+138.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +0.4% |
| 7D | +3.2% | -7.9% | +11.1% | +3.3% |
| 30D | +25.0% | -14.6% | +39.7% | +25.2% |
| 3M | +55.2% | -7.9% | +63.1% | +54.7% |
| 6M | +86.4% | -8.0% | +94.4% | +86.3% |
| YTD | +148.5% | -13.2% | +161.7% | +148.1% |
| 1Y | +121.7% | -16.4% | +138.1% | +123.5% |
| All | +121.7% | -17.2% | +138.9% | +123.5% |
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