+101.7%
MPC vs ESTC
-3.0%
+104.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.3% | +0.1% |
| 7D | -8.8% | -3.6% | -5.3% | -8.7% |
| 30D | -14.4% | -11.2% | -3.2% | -13.9% |
| 3M | +21.9% | +14.3% | +7.6% | +20.6% |
| 6M | +60.1% | +67.0% | -6.9% | +55.1% |
| YTD | +142.3% | +15.7% | +126.7% | +129.4% |
| 1Y | +101.7% | -6.3% | +108.0% | +92.6% |
| All | +101.7% | -3.0% | +104.7% | +92.6% |
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 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