+29.4%
MMM vs ESTC
-46.4%
+75.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +0.5% |
| 7D | -3.3% | -8.1% | +4.8% | -2.7% |
| 30D | -7.0% | +31.7% | -38.7% | -9.4% |
| 3M | +10.8% | +41.1% | -30.2% | +7.1% |
| 6M | +5.8% | +77.1% | -71.3% | -0.2% |
| YTD | +6.8% | +21.7% | -14.9% | +4.1% |
| 1Y | +10.4% | +8.4% | +2.0% | +8.5% |
| 3Y | +104.7% | +23.6% | +81.1% | +93.7% |
| All | +29.4% | -46.4% | +75.8% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling