-11.5%
MKC vs ESTC
+23.7%
-35.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.7% |
| 7D | -4.3% | -3.3% | -1.0% | -4.2% |
| 30D | -3.1% | +13.4% | -16.5% | -3.8% |
| 3M | +6.8% | +41.3% | -34.5% | +4.9% |
| 6M | -18.3% | +62.6% | -80.9% | -20.4% |
| YTD | -23.1% | +14.8% | -37.8% | -23.9% |
| 1Y | -23.7% | -5.1% | -18.6% | -23.8% |
| 3Y | -31.0% | +11.2% | -42.2% | -33.4% |
| 5Y | -33.5% | -47.0% | +13.4% | -33.4% |
| All | -11.5% | +23.7% | -35.2% | -26.4% |
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