+564.6%
MPC vs ESTC
-52.1%
+616.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.3% | +0.2% |
| 7D | -8.8% | -3.6% | -5.3% | -8.6% |
| 30D | -14.4% | -11.2% | -3.2% | -13.6% |
| 3M | +21.9% | +14.3% | +7.6% | +20.1% |
| 6M | +60.1% | +67.0% | -6.9% | +52.5% |
| YTD | +142.3% | +15.7% | +126.7% | +136.5% |
| 1Y | +101.7% | -6.3% | +108.0% | +100.1% |
| 3Y | +184.8% | +14.5% | +170.3% | +170.8% |
| 5Y | +564.6% | -49.9% | +614.5% | +492.9% |
| All | +564.6% | -52.1% | +616.7% | +492.9% |
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