+1,413.5%
MPC vs ESI
+177.3%
+1,236.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -8.0% | +4.1% | -1.1% |
| 7D | -12.8% | -13.1% | +0.3% | -8.4% |
| 30D | -12.7% | -18.5% | +5.8% | -6.6% |
| 3M | +27.1% | -19.6% | +46.7% | +35.7% |
| 6M | +45.8% | -29.8% | +75.6% | +60.5% |
| YTD | +134.7% | +23.9% | +110.8% | +103.0% |
| 1Y | +106.0% | +15.0% | +91.1% | +82.8% |
| 3Y | +165.5% | +64.3% | +101.1% | +98.3% |
| 5Y | +540.9% | +26.3% | +514.6% | +416.5% |
| 10Y | +1,133.6% | +321.7% | +811.9% | +525.8% |
| All | +1,413.5% | +177.3% | +1,236.2% | +802.7% |
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