-31.8%
MP vs ESTC
-2.5%
-29.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.2% | +2.7% | +4.5% |
| 7D | -10.5% | -11.5% | +1.0% | -8.6% |
| 30D | -23.5% | -7.5% | -16.0% | -22.4% |
| 3M | -25.4% | +23.1% | -48.5% | -28.7% |
| 6M | -51.3% | +75.3% | -126.5% | -56.7% |
| YTD | -29.9% | +14.1% | -44.0% | -30.5% |
| 1Y | -31.8% | -0.6% | -31.3% | -26.8% |
| All | -31.8% | -2.5% | -29.4% | -26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling