+144.0%
MP vs ESTC
+19.0%
+125.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.4% | +1.6% | +2.7% |
| 7D | -3.6% | -3.6% | -0.1% | -2.9% |
| 30D | -21.0% | -11.2% | -9.8% | -19.3% |
| 3M | -33.3% | +14.3% | -47.6% | -35.4% |
| 6M | -45.9% | +67.0% | -112.9% | -51.5% |
| YTD | -27.8% | +15.7% | -43.5% | -31.1% |
| 1Y | -43.2% | -6.3% | -36.9% | -43.5% |
| 3Y | +144.0% | +14.5% | +129.5% | +124.6% |
| All | +144.0% | +19.0% | +125.0% | +124.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling