+14.5%
MDB vs ESTC
+7.3%
+7.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.5% | +0.4% | -1.2% |
| 7D | -17.4% | -8.1% | -9.3% | -12.8% |
| 30D | -2.0% | +31.7% | -33.7% | -19.9% |
| 3M | -3.0% | +41.1% | -44.1% | -24.3% |
| 6M | +48.7% | +77.1% | -28.4% | +1.0% |
| YTD | -12.1% | +21.7% | -33.8% | -29.0% |
| 1Y | +14.5% | +8.4% | +6.1% | -3.7% |
| All | +14.5% | +7.3% | +7.2% | -3.7% |
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