+101.9%
MPC vs AON
-1.5%
+103.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.6% |
| 7D | -9.4% | +0.7% | -10.1% | -9.3% |
| 30D | -14.3% | +23.1% | -37.4% | -14.5% |
| 3M | +31.1% | -6.0% | +37.2% | +31.3% |
| 6M | +60.3% | +7.9% | +52.4% | +59.1% |
| YTD | +142.5% | -4.1% | +146.7% | +142.6% |
| All | +101.9% | -1.5% | +103.3% | +102.9% |
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