+39.3%
MMM vs ESTC
+28.9%
+10.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.9% | -3.0% | +1.4% |
| 7D | +5.8% | -1.2% | +6.9% | +5.9% |
| 30D | +17.9% | -8.1% | +26.0% | +18.7% |
| 3M | +3.6% | +20.2% | -16.6% | +1.1% |
| 6M | +32.9% | +72.7% | -39.8% | +24.4% |
| YTD | +19.5% | +19.6% | -0.2% | +15.6% |
| 1Y | +16.5% | +0.3% | +16.3% | +14.7% |
| 3Y | +167.2% | +22.8% | +144.3% | +149.2% |
| 5Y | +48.2% | -50.9% | +99.1% | +47.8% |
| All | +39.3% | +28.9% | +10.3% | +2.6% |
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