+85.4%
MCD vs ESTC
+26.3%
+59.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +0.3% |
| 7D | -2.0% | -4.3% | +2.3% | -1.8% |
| 30D | -6.1% | +17.7% | -23.9% | -7.4% |
| 3M | -7.3% | +42.3% | -49.5% | -9.8% |
| 6M | -20.9% | +64.6% | -85.5% | -24.1% |
| YTD | -14.7% | +17.2% | -31.9% | -16.3% |
| 1Y | -16.1% | -4.2% | -11.9% | -16.6% |
| 3Y | -1.5% | +13.5% | -15.0% | -6.6% |
| 5Y | +20.4% | -45.5% | +66.0% | +20.5% |
| All | +85.4% | +26.3% | +59.1% | +40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling