+22.7%
MCD vs ESTC
-48.9%
+71.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.8% | -0.6% |
| 7D | +7.1% | -11.5% | +18.6% | +7.4% |
| 30D | +19.8% | -7.5% | +27.3% | +19.9% |
| 3M | +0.8% | +23.1% | -22.3% | +0.1% |
| 6M | -1.3% | +75.3% | -76.6% | -3.0% |
| YTD | -7.8% | +14.1% | -21.9% | -8.3% |
| 1Y | -5.0% | -0.6% | -4.4% | -5.2% |
| 3Y | +10.5% | +20.8% | -10.3% | +7.8% |
| All | +22.7% | -48.9% | +71.7% | +16.5% |
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