+469.8%
MPC vs ESTC
+20.3%
+449.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.1% | +2.2% | -3.0% |
| 7D | -12.8% | -18.5% | +5.7% | -10.1% |
| 30D | -12.7% | -11.0% | -1.7% | -11.4% |
| 3M | +27.1% | +20.8% | +6.3% | +22.4% |
| 6M | +45.8% | +67.9% | -22.1% | +32.9% |
| YTD | +134.7% | +11.6% | +123.1% | +125.7% |
| 1Y | +106.0% | -3.3% | +109.3% | +102.0% |
| 3Y | +165.5% | +16.4% | +149.1% | +137.6% |
| 5Y | +540.9% | -49.9% | +590.8% | +548.6% |
| All | +469.8% | +20.3% | +449.5% | +254.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling