+171.0%
MRK vs ESTC
+19.3%
+151.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.6% | +1.7% | -1.8% |
| 7D | -5.0% | -13.2% | +8.2% | -4.6% |
| 30D | +11.0% | +9.3% | +1.6% | +10.5% |
| 3M | +22.4% | +37.3% | -15.0% | +20.8% |
| 6M | +25.4% | +61.0% | -35.6% | +22.9% |
| YTD | +39.5% | +10.7% | +28.8% | +38.6% |
| 1Y | +78.0% | -7.2% | +85.1% | +78.1% |
| 3Y | +45.5% | +7.2% | +38.4% | +42.0% |
| 5Y | +130.3% | -47.7% | +178.0% | +135.0% |
| All | +171.0% | +19.3% | +151.7% | +122.2% |
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