+356.3%
MDB vs ESTC
+24.6%
+331.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.3% | +4.7% | +3.7% |
| 7D | -1.0% | -3.6% | +2.5% | +1.5% |
| 30D | -14.0% | -11.2% | -2.8% | -6.3% |
| 3M | -20.3% | +14.3% | -34.6% | -28.2% |
| 6M | +10.9% | +67.0% | -56.1% | -22.5% |
| YTD | -20.9% | +15.7% | -36.6% | -29.7% |
| 1Y | -11.2% | -6.3% | -5.0% | -10.2% |
| 3Y | -11.9% | +14.5% | -26.4% | -36.4% |
| 5Y | -40.2% | -49.9% | +9.7% | -25.4% |
| All | +356.3% | +24.6% | +331.7% | +167.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling