+339.0%
MCK vs ESTC
-47.6%
+386.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -2.9% | -9.2% | +6.3% | -3.1% |
| 30D | +0.4% | +8.1% | -7.7% | +0.6% |
| 3M | +12.1% | +38.5% | -26.4% | +12.7% |
| 6M | -5.4% | +57.8% | -63.2% | -4.8% |
| YTD | +7.8% | +10.5% | -2.8% | +8.3% |
| 1Y | +22.9% | -6.4% | +29.3% | +23.5% |
| 3Y | +110.7% | +4.7% | +106.1% | +111.6% |
| All | +339.0% | -47.6% | +386.6% | +341.7% |
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