-10.5%
MKC vs ESTC
+31.2%
-41.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | -0.7% |
| 7D | -5.9% | -8.1% | +2.2% | -5.5% |
| 30D | -0.9% | +31.7% | -32.6% | -2.3% |
| 3M | +12.7% | +41.1% | -28.3% | +10.7% |
| 6M | -19.3% | +77.1% | -96.4% | -21.7% |
| YTD | -22.2% | +21.7% | -43.9% | -23.2% |
| 1Y | -23.3% | +8.4% | -31.7% | -24.0% |
| 3Y | -30.0% | +23.6% | -53.6% | -32.8% |
| 5Y | -33.8% | -46.5% | +12.7% | -33.5% |
| All | -10.5% | +31.2% | -41.6% | -25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling