+1,079.5%
MPC vs ES
+85.7%
+993.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.3% |
| 7D | -16.2% | +1.9% | -18.1% | -16.8% |
| 30D | -15.7% | +7.1% | -22.8% | -17.8% |
| 3M | +24.9% | -1.9% | +26.8% | +25.3% |
| 6M | +52.7% | +4.4% | +48.3% | +49.3% |
| YTD | +131.9% | +7.3% | +124.5% | +123.4% |
| 1Y | +96.6% | +2.1% | +94.5% | +92.1% |
| 3Y | +163.8% | +41.8% | +121.9% | +122.9% |
| 5Y | +533.1% | +1.4% | +531.7% | +501.7% |
| All | +1,079.5% | +85.7% | +993.7% | +996.0% |
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