+1,106.2%
MPC vs ES
+82.6%
+1,023.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.8% |
| 7D | -9.4% | -0.1% | -9.3% | -9.5% |
| 30D | -14.3% | +5.7% | -20.0% | -16.1% |
| 3M | +31.1% | -2.8% | +33.9% | +31.9% |
| 6M | +60.3% | +7.0% | +53.3% | +55.4% |
| YTD | +142.5% | +6.8% | +135.7% | +133.9% |
| 1Y | +104.6% | -0.5% | +105.0% | +101.7% |
| 3Y | +191.7% | +47.2% | +144.5% | +142.2% |
| 5Y | +549.2% | +2.3% | +547.0% | +513.9% |
| 10Y | +1,106.2% | +85.6% | +1,020.6% | +978.7% |
| All | +1,106.2% | +82.6% | +1,023.6% | +978.7% |
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