+171.7%
MPC vs AON
-3.6%
+175.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.3% | +4.5% | +2.5% |
| 7D | +3.9% | -3.2% | +7.1% | +4.1% |
| 30D | +33.8% | -11.9% | +45.6% | +35.1% |
| 3M | +49.9% | -2.9% | +52.7% | +49.6% |
| 6M | +80.9% | -6.8% | +87.8% | +81.5% |
| YTD | +147.4% | -10.1% | +157.5% | +149.1% |
| 1Y | +123.2% | -14.2% | +137.4% | +126.3% |
| 3Y | +171.7% | -3.3% | +175.0% | +170.3% |
| All | +171.7% | -3.6% | +175.4% | +170.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling