+1,135.3%
MPC vs ESI
+323.9%
+811.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.0% | -0.6% | +1.7% |
| 7D | +2.6% | +1.8% | +0.8% | +1.7% |
| 30D | -12.2% | -6.6% | -5.6% | -10.1% |
| 3M | +20.1% | -9.4% | +29.4% | +23.5% |
| 6M | +60.6% | -24.1% | +84.7% | +74.6% |
| YTD | +150.6% | +37.1% | +113.4% | +97.8% |
| 1Y | +104.7% | +24.5% | +80.1% | +68.8% |
| 3Y | +194.5% | +83.2% | +111.3% | +88.3% |
| 5Y | +582.3% | +44.0% | +538.3% | +378.2% |
| 10Y | +1,135.3% | +332.8% | +802.4% | +337.6% |
| All | +1,135.3% | +323.9% | +811.4% | +337.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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