+117.2%
MPC vs ESTC
+1.6%
+115.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.9% | -7.2% | -8.1% |
| 7D | -10.9% | -15.9% | +4.9% | -10.2% |
| 30D | -9.4% | -5.5% | -3.9% | -9.2% |
| 3M | +26.0% | +26.2% | -0.2% | +23.9% |
| 6M | +56.5% | +77.0% | -20.5% | +51.1% |
| YTD | +144.3% | +18.9% | +125.4% | +132.1% |
| 1Y | +117.2% | +1.3% | +115.9% | +108.5% |
| All | +117.2% | +1.6% | +115.7% | +108.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling