-7.8%
MP vs ES
+5.0%
-12.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.1% | -8.1% | -6.6% |
| 7D | -19.0% | +5.9% | -24.9% | -20.3% |
| 30D | -30.5% | +10.2% | -40.7% | -32.4% |
| 3M | -29.6% | +0.4% | -30.0% | -29.8% |
| 6M | -50.4% | +6.9% | -57.3% | -51.8% |
| YTD | -33.2% | +10.5% | -43.7% | -36.0% |
| 1Y | -38.6% | +3.2% | -41.8% | -40.3% |
| 3Y | +105.5% | +49.0% | +56.4% | +61.0% |
| 5Y | -7.8% | +4.5% | -12.3% | -9.9% |
| All | -7.8% | +5.0% | -12.8% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling