-21.7%
MKC vs ESTC
+13.7%
-35.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -7.0% | -2.6% | -4.4% | -7.0% |
| 30D | +4.1% | -8.6% | +12.7% | +4.1% |
| 3M | -10.3% | +14.4% | -24.7% | -10.4% |
| 6M | +1.7% | +73.3% | -71.6% | +1.7% |
| YTD | -29.1% | +15.7% | -44.8% | -28.9% |
| 1Y | -26.0% | -7.6% | -18.4% | -25.5% |
| All | -21.7% | +13.7% | -35.3% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling