+1,120.0%
MPC vs ES
+84.4%
+1,035.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +5.4% | +0.3% | +5.1% | +5.3% |
| 30D | +31.0% | -2.0% | +32.9% | +31.8% |
| 3M | +46.0% | +1.7% | +44.4% | +44.7% |
| 6M | +77.3% | -3.5% | +80.9% | +78.4% |
| YTD | +141.9% | +7.9% | +134.0% | +133.1% |
| 1Y | +120.9% | +17.2% | +103.8% | +104.9% |
| 3Y | +182.7% | +29.3% | +153.4% | +147.3% |
| 5Y | +646.4% | -5.7% | +652.2% | +634.1% |
| All | +1,120.0% | +84.4% | +1,035.6% | +938.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling