-34.2%
MKC vs ESTC
-47.2%
+13.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.3% |
| 3M | +10.0% | +42.3% | -32.3% | +9.4% |
| 6M | -18.5% | +64.6% | -83.1% | -19.0% |
| YTD | -22.4% | +17.2% | -39.6% | -22.5% |
| 1Y | -23.6% | -4.2% | -19.4% | -23.5% |
| 3Y | -30.4% | +13.5% | -44.0% | -31.3% |
| 5Y | -34.2% | -45.5% | +11.3% | -37.3% |
| All | -34.2% | -47.2% | +13.0% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling