+68.6%
ESI vs MKC
-33.9%
+102.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.4% |
| 7D | -2.3% | -2.8% | +0.5% | -1.9% |
| 30D | -9.0% | -3.4% | -5.7% | -8.7% |
| 3M | -13.3% | +3.8% | -17.0% | -14.2% |
| 6M | +5.3% | -17.9% | +23.2% | +9.7% |
| YTD | +37.6% | -23.6% | +61.2% | +45.5% |
| 1Y | +33.6% | -23.1% | +56.7% | +40.6% |
| 3Y | +75.8% | -31.5% | +107.3% | +90.9% |
| 5Y | +68.6% | -33.1% | +101.7% | +82.3% |
| All | +68.6% | -33.9% | +102.5% | +82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling