+297.3%
ESI vs MKC
+29.9%
+267.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -4.6% | -1.5% | -3.2% | -4.3% |
| 30D | -10.5% | -3.1% | -7.4% | -10.0% |
| 3M | -19.8% | +5.2% | -25.0% | -21.4% |
| 6M | +5.8% | -12.8% | +18.6% | +8.8% |
| YTD | +38.3% | -23.3% | +61.6% | +46.8% |
| 1Y | +31.5% | -24.1% | +55.6% | +39.6% |
| 3Y | +80.7% | -32.1% | +112.8% | +96.7% |
| 5Y | +69.4% | -32.8% | +102.2% | +82.3% |
| All | +297.3% | +29.9% | +267.4% | +278.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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