+104.0%
MCD vs ESTC
+28.9%
+75.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.9% | -3.1% | +1.5% |
| 7D | +5.9% | -1.2% | +7.1% | +6.0% |
| 30D | +19.6% | -8.1% | +27.8% | +20.2% |
| 3M | +3.3% | +20.2% | -16.9% | +1.6% |
| 6M | +3.5% | +72.7% | -69.3% | -1.0% |
| YTD | -6.1% | +19.6% | -25.8% | -8.2% |
| 1Y | -3.7% | +0.3% | -3.9% | -4.7% |
| 3Y | +13.4% | +22.8% | -9.4% | +6.7% |
| 5Y | +25.2% | -50.9% | +76.0% | +27.4% |
| All | +104.0% | +28.9% | +75.0% | +54.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling