+133.6%
MRK vs ESTC
-46.4%
+180.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.6% |
| 7D | -2.7% | -3.3% | +0.6% | -2.7% |
| 30D | +12.7% | +13.4% | -0.8% | +12.8% |
| 3M | +24.2% | +41.3% | -17.1% | +24.6% |
| 6M | +27.8% | +62.6% | -34.8% | +28.3% |
| YTD | +42.2% | +14.8% | +27.4% | +42.9% |
| 1Y | +80.2% | -5.1% | +85.2% | +81.4% |
| 3Y | +48.4% | +11.2% | +37.2% | +49.2% |
| 5Y | +133.6% | -47.0% | +180.6% | +140.5% |
| All | +133.6% | -46.4% | +180.0% | +140.5% |
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