+259.1%
MP vs ESTC
-1.6%
+260.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.9% | -4.2% | -4.8% |
| 7D | -12.5% | -15.9% | +3.3% | -7.8% |
| 30D | -23.3% | -5.5% | -17.8% | -22.1% |
| 3M | -24.4% | +26.2% | -50.6% | -30.9% |
| 6M | -45.8% | +77.0% | -122.8% | -56.3% |
| YTD | -28.9% | +18.9% | -47.8% | -35.7% |
| 1Y | -34.6% | +1.3% | -35.9% | -37.7% |
| 3Y | +118.7% | +24.0% | +94.7% | +70.9% |
| 5Y | -3.1% | -47.7% | +44.6% | -2.6% |
| All | +259.1% | -1.6% | +260.7% | +216.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling