+39.5%
MMM vs ESTC
+24.7%
+14.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | -2.6% | -2.6% | 0.0% | -2.4% |
| 30D | +17.4% | -8.6% | +26.0% | +18.2% |
| 3M | +3.6% | +14.4% | -10.8% | +1.6% |
| 6M | +33.0% | +73.3% | -40.3% | +24.4% |
| YTD | +19.6% | +15.7% | +3.9% | +16.1% |
| 1Y | +14.0% | -7.6% | +21.6% | +13.3% |
| 3Y | +164.3% | +14.6% | +149.7% | +148.4% |
| 5Y | +49.3% | -50.0% | +99.4% | +48.4% |
| All | +39.5% | +24.7% | +14.7% | +3.0% |
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