-50.4%
MP vs ESTC
+64.8%
-115.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -6.1% | +0.1% | -5.4% |
| 7D | -19.0% | -18.5% | -0.5% | -17.5% |
| 30D | -30.5% | -11.0% | -19.5% | -29.7% |
| 3M | -29.6% | +20.8% | -50.3% | -29.6% |
| 6M | -50.4% | +67.9% | -118.3% | -47.0% |
| All | -50.4% | +64.8% | -115.2% | -47.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling