+534.5%
MPC vs AON
+19.9%
+514.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.8% |
| 7D | -16.2% | +4.4% | -20.5% | -16.8% |
| 30D | -15.7% | +24.1% | -39.8% | -18.8% |
| 3M | +24.9% | -7.0% | +31.9% | +26.1% |
| 6M | +52.7% | +9.1% | +43.5% | +49.1% |
| YTD | +131.9% | -4.4% | +136.3% | +132.1% |
| 1Y | +96.6% | -0.8% | +97.4% | +95.2% |
| 3Y | +163.8% | +5.1% | +158.7% | +156.4% |
| All | +534.5% | +19.9% | +514.6% | +505.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling