+605.0%
MCK vs ESTC
+23.7%
+581.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.4% |
| 7D | -3.6% | -3.3% | -0.2% | -3.5% |
| 30D | +1.4% | +13.4% | -12.0% | +0.8% |
| 3M | +13.8% | +41.3% | -27.5% | +12.0% |
| 6M | -5.2% | +62.6% | -67.7% | -7.4% |
| YTD | +9.0% | +14.8% | -5.7% | +7.9% |
| 1Y | +26.9% | -5.1% | +31.9% | +26.6% |
| 3Y | +114.7% | +11.2% | +103.6% | +107.2% |
| 5Y | +347.1% | -47.0% | +394.1% | +357.5% |
| All | +605.0% | +23.7% | +581.3% | +459.6% |
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