+101.5%
MCD vs ESTC
+20.3%
+81.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.1% | +5.3% | -0.4% |
| 7D | +8.0% | -18.5% | +26.5% | +9.5% |
| 30D | +19.6% | -11.0% | +30.6% | +20.4% |
| 3M | +2.2% | +20.8% | -18.6% | +0.4% |
| 6M | -1.1% | +67.9% | -69.0% | -5.3% |
| YTD | -7.2% | +11.6% | -18.9% | -8.8% |
| 1Y | -6.7% | -3.3% | -3.4% | -7.5% |
| 3Y | +11.6% | +16.4% | -4.8% | +5.4% |
| 5Y | +22.6% | -49.9% | +72.5% | +23.7% |
| All | +101.5% | +20.3% | +81.2% | +53.2% |
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