-10.5%
MDB vs ESTC
+13.7%
-24.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.8% | +1.8% |
| 7D | +3.0% | -2.6% | +5.6% | +4.5% |
| 30D | -11.3% | -8.6% | -2.7% | -6.5% |
| 3M | -23.0% | +14.4% | -37.4% | -28.3% |
| 6M | +14.8% | +73.3% | -58.5% | -12.3% |
| YTD | -19.4% | +15.7% | -35.2% | -26.5% |
| 1Y | -9.0% | -7.6% | -1.4% | -9.2% |
| All | -10.5% | +13.7% | -24.2% | -15.2% |
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