+25.2%
MCD vs ESTC
-52.1%
+77.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.3% |
| 7D | +7.3% | -3.6% | +10.8% | +7.4% |
| 30D | +20.0% | -11.2% | +31.1% | +20.3% |
| 3M | +3.8% | +14.3% | -10.5% | +3.3% |
| 6M | +3.8% | +67.0% | -63.2% | +2.1% |
| YTD | -5.9% | +15.7% | -21.5% | -6.5% |
| 1Y | -3.2% | -6.3% | +3.0% | -3.2% |
| 3Y | +13.3% | +14.5% | -1.2% | +10.7% |
| 5Y | +25.2% | -49.9% | +75.1% | +18.7% |
| All | +25.2% | -52.1% | +77.3% | +18.7% |
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