+167.0%
MPC vs ESTC
+15.4%
+151.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.1% | +2.2% | -3.4% |
| 7D | -12.8% | -18.5% | +5.7% | -11.5% |
| 30D | -12.7% | -11.0% | -1.7% | -12.0% |
| 3M | +27.1% | +20.8% | +6.3% | +24.7% |
| 6M | +45.8% | +67.9% | -22.1% | +39.1% |
| YTD | +134.7% | +11.6% | +123.1% | +129.7% |
| 1Y | +106.0% | -3.3% | +109.3% | +103.9% |
| All | +167.0% | +15.4% | +151.6% | +155.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling