+153.3%
MP vs ESTC
+25.2%
+128.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.5% | +5.9% | +2.2% |
| 7D | -2.9% | -8.1% | +5.3% | -1.6% |
| 30D | +13.8% | +31.7% | -17.9% | +7.4% |
| 3M | -16.7% | +41.1% | -57.7% | -22.5% |
| 6M | -11.5% | +77.1% | -88.6% | -21.7% |
| YTD | +7.9% | +21.7% | -13.8% | +2.0% |
| 1Y | -15.0% | +8.4% | -23.4% | -18.0% |
| All | +153.3% | +25.2% | +128.1% | +123.1% |
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