-5.9%
MDB vs ESTC
+18.0%
-23.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +1.5% |
| 7D | -11.4% | -11.5% | +0.1% | -5.3% |
| 30D | -13.8% | -7.5% | -6.3% | -9.6% |
| 3M | -15.5% | +23.1% | -38.5% | -24.2% |
| 6M | +17.9% | +75.3% | -57.3% | -10.5% |
| YTD | -25.5% | +14.1% | -39.6% | -31.5% |
| 1Y | -12.1% | -0.6% | -11.5% | -14.8% |
| 3Y | -5.9% | +20.8% | -26.7% | -10.1% |
| All | -5.9% | +18.0% | -23.9% | -10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling