-7.7%
MDB vs ESTC
+1.6%
-9.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.5% |
| 7D | -16.5% | -15.9% | -0.7% | -5.5% |
| 30D | -8.6% | -5.5% | -3.1% | -4.3% |
| 3M | -13.6% | +26.2% | -39.8% | -27.8% |
| 6M | +24.1% | +77.0% | -53.0% | -17.7% |
| YTD | -21.8% | +18.9% | -40.6% | -35.1% |
| 1Y | -7.7% | +1.3% | -9.0% | -18.7% |
| All | -7.7% | +1.6% | -9.3% | -18.7% |
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