+1,459.9%
MPC vs ESI
+224.6%
+1,235.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | -0.7% |
| 7D | +5.4% | +3.3% | +2.1% | +4.1% |
| 30D | +31.0% | -5.9% | +36.8% | +33.5% |
| 3M | +46.0% | -14.1% | +60.1% | +51.6% |
| 6M | +77.3% | +6.6% | +70.7% | +66.3% |
| YTD | +141.9% | +45.0% | +96.9% | +99.7% |
| 1Y | +120.9% | +41.5% | +79.5% | +82.8% |
| 3Y | +182.7% | +78.8% | +103.9% | +106.7% |
| 5Y | +646.4% | +70.9% | +575.5% | +439.0% |
| 10Y | +1,138.7% | +317.1% | +821.7% | +521.6% |
| All | +1,459.9% | +224.6% | +1,235.3% | +787.8% |
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 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