+96.6%
MPC vs ESI
+16.5%
+80.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.2% |
| 7D | -16.2% | -8.5% | -7.7% | -16.2% |
| 30D | -15.7% | -15.7% | -0.1% | -15.9% |
| 3M | +24.9% | -18.2% | +43.1% | +24.7% |
| 6M | +52.7% | -28.8% | +81.5% | +52.1% |
| YTD | +131.9% | +26.3% | +105.6% | +119.2% |
| 1Y | +96.6% | +18.2% | +78.4% | +88.1% |
| All | +96.6% | +16.5% | +80.2% | +88.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling