+523.4%
MPC vs ESTC
+27.2%
+496.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.5% | +2.2% |
| 7D | +9.4% | +5.8% | +3.6% | +8.5% |
| 30D | -13.4% | -5.6% | -7.9% | -12.8% |
| 3M | +18.9% | +15.4% | +3.5% | +15.4% |
| 6M | +64.9% | +77.8% | -12.9% | +49.1% |
| YTD | +156.8% | +18.1% | +138.8% | +144.9% |
| 1Y | +113.2% | -3.7% | +116.9% | +109.3% |
| 3Y | +201.8% | +16.9% | +184.9% | +170.7% |
| 5Y | +601.4% | -51.2% | +652.6% | +621.9% |
| All | +523.4% | +27.2% | +496.2% | +284.2% |
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 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