+191.2%
MPC vs ESI
+84.3%
+106.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.0% | -0.6% | +2.7% |
| 7D | +2.6% | +1.8% | +0.8% | +2.3% |
| 30D | -12.2% | -6.6% | -5.6% | -11.4% |
| 3M | +20.1% | -9.4% | +29.4% | +21.6% |
| 6M | +60.6% | -24.1% | +84.7% | +66.8% |
| YTD | +150.6% | +37.1% | +113.4% | +117.4% |
| 1Y | +104.7% | +24.5% | +80.1% | +82.9% |
| All | +191.2% | +84.3% | +106.9% | +113.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling