-30.4%
MKC vs ESTC
+11.7%
-42.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.3% | -0.3% |
| 7D | -4.3% | -4.3% | -0.1% | -4.3% |
| 30D | -2.0% | +17.7% | -19.7% | -2.0% |
| 3M | +10.0% | +42.3% | -32.3% | +10.0% |
| 6M | -18.5% | +64.6% | -83.1% | -18.3% |
| YTD | -22.4% | +17.2% | -39.6% | -22.1% |
| 1Y | -23.6% | -4.2% | -19.4% | -23.1% |
| 3Y | -30.4% | +13.5% | -44.0% | -32.5% |
| All | -30.4% | +11.7% | -42.2% | -32.5% |
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