+237.4%
MP vs ESTC
-7.6%
+245.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -6.1% | +0.1% | -4.1% |
| 7D | -19.0% | -18.5% | -0.5% | -13.6% |
| 30D | -30.5% | -11.0% | -19.5% | -28.0% |
| 3M | -29.6% | +20.8% | -50.3% | -34.8% |
| 6M | -50.4% | +67.9% | -118.3% | -59.4% |
| YTD | -33.2% | +11.6% | -44.8% | -38.4% |
| 1Y | -38.6% | -3.3% | -35.3% | -40.6% |
| 3Y | +105.5% | +16.4% | +89.1% | +63.8% |
| 5Y | -7.8% | -49.9% | +42.0% | -6.2% |
| All | +237.4% | -7.6% | +245.0% | +203.1% |
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 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