+58.3%
MRK vs ESTC
+13.6%
+44.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.9% | -0.5% |
| 7D | +2.3% | -3.6% | +5.9% | +2.3% |
| 30D | +1.7% | -11.2% | +12.9% | +1.6% |
| 3M | +13.8% | +14.3% | -0.6% | +13.8% |
| 6M | +34.7% | +67.0% | -32.3% | +34.8% |
| YTD | +43.6% | +15.7% | +27.9% | +44.7% |
| 1Y | +75.7% | -6.3% | +81.9% | +78.3% |
| All | +58.3% | +13.6% | +44.7% | +57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling