+32.5%
MDT vs ESTC
+25.9%
+6.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +1.9% |
| 7D | +1.0% | +2.4% | -1.4% | +0.8% |
| 30D | +9.2% | -4.2% | +13.4% | +9.4% |
| 3M | +14.5% | +2.5% | +12.0% | +13.6% |
| 6M | +37.3% | +81.5% | -44.2% | +28.5% |
| YTD | +9.8% | +16.8% | -7.0% | +6.7% |
| 1Y | +10.5% | -3.5% | +14.0% | +9.3% |
| 3Y | +57.4% | +17.7% | +39.7% | +45.7% |
| 5Y | +1.2% | -51.7% | +52.9% | +1.9% |
| All | +32.5% | +25.9% | +6.6% | -2.8% |
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 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