-18.5%
MKC vs ESTC
+24.7%
-43.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -7.0% | -2.6% | -4.4% | -6.9% |
| 30D | +4.1% | -8.6% | +12.7% | +4.4% |
| 3M | -10.3% | +14.4% | -24.7% | -11.1% |
| 6M | +1.7% | +73.3% | -71.6% | -1.2% |
| YTD | -29.1% | +15.7% | -44.8% | -30.0% |
| 1Y | -26.0% | -7.6% | -18.4% | -26.1% |
| 3Y | -21.5% | +14.6% | -36.0% | -24.3% |
| 5Y | -35.0% | -50.0% | +15.0% | -34.4% |
| All | -18.5% | +24.7% | -43.2% | -32.3% |
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