+1,405.4%
MPC vs EOSE
-80.2%
+1,485.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +14.4% | -11.0% | +3.1% |
| 7D | +2.6% | -7.0% | +9.6% | +2.7% |
| 30D | -12.2% | -16.7% | +4.5% | -12.0% |
| 3M | +20.1% | -53.1% | +73.1% | +22.0% |
| 6M | +60.6% | -76.8% | +137.4% | +65.7% |
| YTD | +150.6% | -82.6% | +233.2% | +158.3% |
| 1Y | +104.7% | -89.3% | +193.9% | +113.9% |
| 3Y | +194.5% | +55.5% | +139.0% | +165.9% |
| 5Y | +582.3% | -81.9% | +664.1% | +538.9% |
| All | +1,405.4% | -80.2% | +1,485.6% | +1,492.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling