+88.3%
ESI vs MKC
-31.2%
+119.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | +3.9% | -4.3% | +8.2% | +4.1% |
| 30D | -3.8% | -3.1% | -0.7% | -3.7% |
| 3M | -13.1% | +6.8% | -19.9% | -13.9% |
| 6M | +11.3% | -18.3% | +29.7% | +15.9% |
| YTD | +44.1% | -23.1% | +67.2% | +51.5% |
| 1Y | +40.3% | -23.7% | +64.0% | +47.6% |
| All | +88.3% | -31.2% | +119.4% | +107.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling