+462.8%
MPC vs ESTC
+23.0%
+439.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.5% |
| 7D | -16.2% | -11.5% | -4.7% | -14.7% |
| 30D | -15.7% | -7.5% | -8.2% | -14.9% |
| 3M | +24.9% | +23.1% | +1.8% | +20.0% |
| 6M | +52.7% | +75.3% | -22.6% | +38.2% |
| YTD | +131.9% | +14.1% | +117.8% | +122.2% |
| 1Y | +96.6% | -0.6% | +97.2% | +91.9% |
| 3Y | +163.8% | +20.8% | +143.0% | +134.6% |
| 5Y | +533.1% | -48.8% | +581.9% | +538.6% |
| All | +462.8% | +23.0% | +439.9% | +248.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling