+445.3%
MP vs ESI
+262.7%
+182.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | -0.6% |
| 7D | -2.9% | +3.3% | -6.2% | -5.1% |
| 30D | +13.8% | -5.9% | +19.7% | +18.1% |
| 3M | -16.7% | -14.1% | -2.6% | -8.8% |
| 6M | -11.5% | +6.6% | -18.1% | -17.7% |
| YTD | +7.9% | +45.0% | -37.1% | -20.2% |
| 1Y | -15.0% | +41.5% | -56.5% | -36.7% |
| 3Y | +153.5% | +78.8% | +74.7% | +54.0% |
| 5Y | +58.7% | +70.9% | -12.2% | -2.4% |
| All | +445.3% | +262.7% | +182.6% | +149.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 all: compounded portfolio wealth divided by compounded ESI 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…
all analysis · Full analysis span regression · 6 months rolling