+113.2%
MPC vs ESTC
-6.1%
+119.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.5% | +2.4% |
| 7D | +9.4% | +5.8% | +3.6% | +9.1% |
| 30D | -13.4% | -5.6% | -7.9% | -13.2% |
| 3M | +18.9% | +15.4% | +3.5% | +17.5% |
| 6M | +64.9% | +77.8% | -12.9% | +59.5% |
| YTD | +156.8% | +18.1% | +138.8% | +142.4% |
| 1Y | +113.2% | -3.7% | +116.9% | +102.1% |
| All | +113.2% | -6.1% | +119.3% | +102.1% |
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 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