+601.4%
MPC vs ESI
+40.6%
+560.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +3.0% |
| 7D | +9.4% | +8.3% | +1.1% | +7.4% |
| 30D | -13.4% | -10.4% | -3.0% | -11.4% |
| 3M | +18.9% | -13.2% | +32.0% | +22.1% |
| 6M | +64.9% | -23.9% | +88.8% | +73.1% |
| YTD | +156.8% | +34.2% | +122.6% | +120.9% |
| 1Y | +113.2% | +22.2% | +90.9% | +88.9% |
| 3Y | +201.8% | +79.2% | +122.6% | +124.2% |
| 5Y | +601.4% | +38.1% | +563.2% | +488.8% |
| All | +601.4% | +40.6% | +560.7% | +488.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling