+274.5%
MP vs ES
+9.0%
+265.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.8% |
| 7D | +11.0% | -1.1% | +12.1% | +11.2% |
| 30D | -11.7% | +8.2% | -19.9% | -13.4% |
| 3M | -30.8% | +0.6% | -31.4% | -31.0% |
| 6M | -42.9% | +6.0% | -48.9% | -44.1% |
| YTD | -25.9% | +9.3% | -35.2% | -28.2% |
| 1Y | -37.3% | +1.1% | -38.4% | -38.4% |
| 3Y | +150.7% | +51.9% | +98.8% | +109.1% |
| 5Y | -19.3% | +6.5% | -25.7% | -25.5% |
| All | +274.5% | +9.0% | +265.5% | +242.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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