+85.3%
MCD vs ESTC
+31.2%
+54.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.0% | -1.2% |
| 7D | -2.8% | -8.1% | +5.3% | -2.3% |
| 30D | -6.0% | +31.7% | -37.7% | -8.0% |
| 3M | -5.6% | +41.1% | -46.6% | -8.1% |
| 6M | -21.9% | +77.1% | -98.9% | -25.4% |
| YTD | -14.7% | +21.7% | -36.4% | -16.5% |
| 1Y | -17.3% | +8.4% | -25.6% | -18.6% |
| 3Y | -2.2% | +23.6% | -25.8% | -7.9% |
| 5Y | +20.3% | -46.5% | +66.8% | +21.0% |
| All | +85.3% | +31.2% | +54.1% | +40.3% |
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