+23.7%
MMM vs ESTC
+26.3%
-2.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | -0.3% |
| 7D | -1.6% | -4.3% | +2.7% | -1.2% |
| 30D | -8.0% | +17.7% | -25.7% | -9.8% |
| 3M | +9.4% | +42.3% | -32.9% | +4.9% |
| 6M | +10.2% | +64.6% | -54.3% | +3.7% |
| YTD | +6.1% | +17.2% | -11.1% | +3.1% |
| 1Y | +10.8% | -4.2% | +15.0% | +9.7% |
| 3Y | +104.8% | +13.5% | +91.3% | +92.9% |
| 5Y | +27.0% | -45.5% | +72.6% | +25.0% |
| All | +23.7% | +26.3% | -2.6% | -8.5% |
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 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