-12.1%
MDB vs ESTC
-2.5%
-9.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +1.1% |
| 7D | -11.4% | -11.5% | +0.1% | -3.1% |
| 30D | -13.8% | -7.5% | -6.3% | -8.2% |
| 3M | -15.5% | +23.1% | -38.5% | -28.1% |
| 6M | +17.9% | +75.3% | -57.3% | -20.9% |
| YTD | -25.5% | +14.1% | -39.6% | -36.3% |
| 1Y | -12.1% | -0.6% | -11.5% | -20.8% |
| All | -12.1% | -2.5% | -9.6% | -20.8% |
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