+178.3%
MRK vs ESTC
+25.9%
+152.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.6% |
| 7D | +0.7% | +2.4% | -1.7% | +0.6% |
| 30D | +0.3% | -4.2% | +4.5% | +0.3% |
| 3M | +9.7% | +2.5% | +7.2% | +9.3% |
| 6M | +32.0% | +81.5% | -49.5% | +28.7% |
| YTD | +43.3% | +16.8% | +26.4% | +41.9% |
| 1Y | +63.7% | -3.5% | +67.1% | +63.5% |
| 3Y | +58.0% | +17.7% | +40.3% | +53.6% |
| 5Y | +105.0% | -51.7% | +156.7% | +112.2% |
| All | +178.3% | +25.9% | +152.4% | +127.6% |
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