+1,395.1%
MPC vs ESI
+182.6%
+1,212.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.9% |
| 7D | -16.2% | -8.5% | -7.7% | -13.5% |
| 30D | -15.7% | -15.7% | -0.1% | -10.9% |
| 3M | +24.9% | -18.2% | +43.1% | +32.6% |
| 6M | +52.7% | -28.8% | +81.5% | +67.3% |
| YTD | +131.9% | +26.3% | +105.6% | +99.2% |
| 1Y | +96.6% | +18.2% | +78.4% | +72.7% |
| 3Y | +163.8% | +68.1% | +95.7% | +95.4% |
| 5Y | +533.1% | +28.8% | +504.4% | +406.8% |
| 10Y | +1,118.6% | +329.8% | +788.8% | +514.0% |
| All | +1,395.1% | +182.6% | +1,212.5% | +785.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling