+488.7%
MPC vs ESTC
+28.9%
+459.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.9% | -0.3% | +3.9% |
| 7D | -9.4% | -1.2% | -8.2% | -9.2% |
| 30D | -14.3% | -8.1% | -6.2% | -13.4% |
| 3M | +31.1% | +20.2% | +10.9% | +26.5% |
| 6M | +60.3% | +72.7% | -12.5% | +45.5% |
| YTD | +142.5% | +19.6% | +122.9% | +130.8% |
| 1Y | +104.6% | +0.3% | +104.3% | +99.6% |
| 3Y | +191.7% | +22.8% | +168.9% | +159.4% |
| 5Y | +549.2% | -50.9% | +600.1% | +567.6% |
| All | +488.7% | +28.9% | +459.8% | +262.2% |
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