+43.4%
MMM vs ESTC
-52.1%
+95.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.9% |
| 7D | -0.4% | +2.4% | -2.8% | -0.6% |
| 30D | +12.1% | -4.2% | +16.4% | +12.4% |
| 3M | +1.4% | +2.5% | -1.0% | +0.8% |
| 6M | +26.6% | +81.5% | -54.9% | +19.0% |
| YTD | +16.8% | +16.8% | 0.0% | +14.0% |
| 1Y | +10.1% | -3.5% | +13.5% | +9.3% |
| 3Y | +158.4% | +17.7% | +140.7% | +145.1% |
| All | +43.4% | -52.1% | +95.4% | +31.0% |
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 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