+350.0%
MDB vs ESTC
+28.9%
+321.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.9% | -0.2% | +1.3% |
| 7D | -0.9% | -1.2% | +0.3% | 0.0% |
| 30D | -15.2% | -8.1% | -7.1% | -9.6% |
| 3M | -17.9% | +20.2% | -38.1% | -28.5% |
| 6M | +9.3% | +72.7% | -63.4% | -25.3% |
| YTD | -22.0% | +19.6% | -41.6% | -32.2% |
| 1Y | -9.3% | +0.3% | -9.6% | -12.3% |
| 3Y | -10.4% | +22.8% | -33.2% | -38.5% |
| 5Y | -43.2% | -50.9% | +7.6% | -28.3% |
| All | +350.0% | +28.9% | +321.1% | +157.9% |
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