+596.9%
MCK vs ESTC
+19.1%
+577.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -2.9% | -9.2% | +6.3% | -2.6% |
| 30D | +0.4% | +8.1% | -7.7% | 0.0% |
| 3M | +12.1% | +38.5% | -26.4% | +10.4% |
| 6M | -5.4% | +57.8% | -63.2% | -7.6% |
| YTD | +7.8% | +10.5% | -2.8% | +6.8% |
| 1Y | +22.9% | -6.4% | +29.3% | +22.7% |
| 3Y | +110.7% | +4.7% | +106.1% | +104.0% |
| 5Y | +346.2% | -47.8% | +393.9% | +355.6% |
| All | +596.9% | +19.1% | +577.8% | +454.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling