+1,171.8%
MPC vs ESI
+318.1%
+853.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.7% |
| 7D | +11.2% | +5.5% | +5.7% | +8.7% |
| 30D | -14.5% | -7.8% | -6.7% | -12.0% |
| 3M | +16.7% | -15.0% | +31.7% | +23.3% |
| 6M | +67.6% | -24.9% | +92.5% | +82.8% |
| YTD | +157.9% | +33.2% | +124.7% | +106.0% |
| 1Y | +116.7% | +24.9% | +91.7% | +77.9% |
| 3Y | +199.8% | +77.8% | +122.0% | +94.1% |
| 5Y | +604.4% | +37.1% | +567.3% | +405.6% |
| All | +1,171.8% | +318.1% | +853.7% | +358.0% |
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