+267.3%
MP vs ESTC
-4.2%
+271.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | +2.3% | -2.6% | +4.9% | +3.3% |
| 30D | -15.3% | -8.6% | -6.7% | -12.9% |
| 3M | -33.5% | +14.4% | -47.9% | -37.3% |
| 6M | -45.5% | +73.3% | -118.8% | -55.6% |
| YTD | -27.3% | +15.7% | -43.0% | -33.6% |
| 1Y | -40.7% | -7.6% | -33.1% | -41.8% |
| 3Y | +145.9% | +14.6% | +131.3% | +98.2% |
| 5Y | -13.9% | -50.0% | +36.1% | -12.2% |
| All | +267.3% | -4.2% | +271.5% | +226.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling