+1,079.5%
MPC vs ESI
+312.6%
+766.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -2.0% |
| 7D | -16.2% | -8.5% | -7.7% | -13.0% |
| 30D | -15.7% | -15.7% | -0.1% | -9.9% |
| 3M | +24.9% | -18.2% | +43.1% | +34.2% |
| 6M | +52.7% | -28.8% | +81.5% | +70.3% |
| YTD | +131.9% | +26.3% | +105.6% | +89.4% |
| 1Y | +96.6% | +18.2% | +78.4% | +65.3% |
| 3Y | +163.8% | +68.1% | +95.7% | +75.0% |
| 5Y | +533.1% | +28.8% | +504.4% | +366.9% |
| All | +1,079.5% | +312.6% | +766.9% | +320.0% |
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