+3,005.7%
MPC vs ES
+253.7%
+2,752.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.1% | -6.0% | -4.7% |
| 7D | -12.8% | +5.9% | -18.7% | -14.8% |
| 30D | -12.7% | +10.2% | -22.9% | -16.2% |
| 3M | +27.1% | +0.4% | +26.7% | +26.4% |
| 6M | +45.8% | +6.9% | +38.9% | +40.8% |
| YTD | +134.7% | +10.5% | +124.2% | +122.1% |
| 1Y | +106.0% | +3.2% | +102.8% | +99.7% |
| 3Y | +165.5% | +49.0% | +116.5% | +113.6% |
| 5Y | +540.9% | +4.5% | +536.4% | +494.5% |
| 10Y | +1,133.6% | +92.3% | +1,041.3% | +712.7% |
| All | +3,005.7% | +253.7% | +2,752.0% | +914.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling