-3.5%
MCD vs ESTC
+0.3%
-3.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.9% | -3.1% | +1.9% |
| 7D | +5.9% | -1.2% | +7.1% | +5.9% |
| 30D | +19.6% | -8.1% | +27.8% | +19.4% |
| 3M | +3.3% | +20.2% | -16.9% | +3.8% |
| 6M | +3.5% | +72.7% | -69.3% | +5.5% |
| YTD | -6.1% | +19.6% | -25.8% | -5.0% |
| All | -3.5% | +0.3% | -3.8% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling