+1,120.0%
MPC vs ESI
+316.2%
+803.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | -1.0% |
| 7D | +5.4% | +3.3% | +2.1% | +3.9% |
| 30D | +31.0% | -5.9% | +36.8% | +33.9% |
| 3M | +46.0% | -14.1% | +60.1% | +52.6% |
| 6M | +77.3% | +6.6% | +70.7% | +63.2% |
| YTD | +141.9% | +45.0% | +96.9% | +89.4% |
| 1Y | +120.9% | +41.5% | +79.5% | +73.3% |
| 3Y | +182.7% | +78.8% | +103.9% | +87.3% |
| 5Y | +646.4% | +70.9% | +575.5% | +382.3% |
| All | +1,120.0% | +316.2% | +803.8% | +351.4% |
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