+191.7%
MPC vs EOSE
+43.5%
+148.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.0% | -3.4% | +4.6% |
| 7D | -9.4% | +6.8% | -16.2% | -9.4% |
| 30D | -14.3% | -25.4% | +11.1% | -14.2% |
| 3M | +31.1% | -54.7% | +85.8% | +31.7% |
| 6M | +60.3% | -76.5% | +136.8% | +61.5% |
| YTD | +142.5% | -83.6% | +226.1% | +144.9% |
| 1Y | +104.6% | -89.7% | +194.3% | +108.0% |
| 3Y | +191.7% | +38.7% | +153.0% | +173.5% |
| All | +191.7% | +43.5% | +148.2% | +173.5% |
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