+237.4%
MP vs ESI
+209.8%
+27.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -8.0% | +2.0% | -0.7% |
| 7D | -19.0% | -13.1% | -5.9% | -11.1% |
| 30D | -30.5% | -18.5% | -12.0% | -20.6% |
| 3M | -29.6% | -19.6% | -10.0% | -19.5% |
| 6M | -50.4% | -29.8% | -20.6% | -38.5% |
| YTD | -33.2% | +23.9% | -57.1% | -45.6% |
| 1Y | -38.6% | +15.0% | -53.5% | -47.3% |
| 3Y | +105.5% | +64.3% | +41.1% | +30.6% |
| 5Y | -7.8% | +26.3% | -34.2% | -32.3% |
| All | +237.4% | +209.8% | +27.6% | +69.9% |
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