+63.7%
MRK vs ESTC
-3.5%
+67.2%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.5% |
| 7D | +0.7% | +2.4% | -1.7% | +0.9% |
| 30D | +0.3% | -4.2% | +4.5% | -0.1% |
| 3M | +9.7% | +2.5% | +7.2% | +10.3% |
| 6M | +32.0% | +81.5% | -49.5% | +43.2% |
| YTD | +43.3% | +16.8% | +26.4% | +49.9% |
| 1Y | +63.7% | -3.5% | +67.1% | +69.1% |
| All | +63.7% | -3.5% | +67.2% | +69.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling