+38.0%
ESI vs MKC
-35.5%
+73.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.8% |
| 7D | +5.5% | -3.0% | +8.5% | +5.8% |
| 30D | -7.8% | +4.8% | -12.6% | -8.5% |
| 3M | -15.0% | -12.8% | -2.2% | -13.7% |
| 6M | -24.9% | +5.0% | -29.9% | -26.5% |
| YTD | +33.2% | -29.1% | +62.3% | +41.8% |
| 1Y | +24.9% | -26.4% | +51.3% | +31.6% |
| 3Y | +77.8% | -21.6% | +99.4% | +83.3% |
| All | +38.0% | -35.5% | +73.6% | +57.8% |
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