+165.7%
MPC vs EOSE
+23.2%
+142.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.9% | -10.6% | +0.2% |
| 7D | +5.4% | +19.0% | -13.6% | +5.3% |
| 30D | +31.0% | +1.6% | +29.4% | +30.9% |
| 3M | +46.0% | -52.0% | +98.0% | +46.7% |
| 6M | +77.3% | -42.5% | +119.8% | +77.7% |
| YTD | +141.9% | -66.1% | +208.1% | +143.5% |
| 1Y | +120.9% | -47.1% | +168.1% | +120.0% |
| All | +165.7% | +23.2% | +142.5% | +144.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 3y: compounded portfolio wealth divided by compounded EOSE 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…
3y analysis · Full analysis span regression · 6 months rolling