-40.5%
MDB vs ESTC
-52.1%
+11.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -0.9% |
| 7D | +6.8% | +2.4% | +4.4% | +5.0% |
| 30D | -6.2% | -4.2% | -2.0% | -2.9% |
| 3M | -29.2% | +2.5% | -31.7% | -31.2% |
| 6M | +10.3% | +81.5% | -71.2% | -27.5% |
| YTD | -20.4% | +16.8% | -37.2% | -29.9% |
| 1Y | -4.8% | -3.5% | -1.4% | -5.9% |
| 3Y | -11.6% | +17.7% | -29.3% | -39.8% |
| All | -40.5% | -52.1% | +11.5% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling