+36.7%
MMM vs ESTC
+23.0%
+13.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -1.6% |
| 7D | +6.2% | -11.5% | +17.7% | +7.4% |
| 30D | +14.2% | -7.5% | +21.7% | +14.9% |
| 3M | +2.9% | +23.1% | -20.2% | +0.1% |
| 6M | +27.6% | +75.3% | -47.7% | +19.1% |
| YTD | +17.3% | +14.1% | +3.2% | +14.0% |
| 1Y | +15.1% | -0.6% | +15.7% | +13.3% |
| 3Y | +157.1% | +20.8% | +136.3% | +140.0% |
| 5Y | +45.1% | -48.8% | +93.9% | +43.6% |
| All | +36.7% | +23.0% | +13.7% | +1.1% |
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