+642.2%
MPC vs ESTC
-46.4%
+688.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +0.7% |
| 7D | +5.4% | -8.1% | +13.5% | +6.1% |
| 30D | +31.0% | +31.7% | -0.7% | +27.5% |
| 3M | +46.0% | +41.1% | +5.0% | +41.2% |
| 6M | +77.3% | +77.1% | +0.2% | +67.6% |
| YTD | +141.9% | +21.7% | +120.2% | +135.3% |
| 1Y | +120.9% | +8.4% | +112.5% | +116.4% |
| 3Y | +182.7% | +23.6% | +159.1% | +166.3% |
| All | +642.2% | -46.4% | +688.6% | +625.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling