-20.1%
MDT vs ESTC
-47.2%
+27.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.7% | +1.8% | -1.7% |
| 7D | +0.4% | -4.3% | +4.7% | +0.6% |
| 30D | +6.0% | +17.7% | -11.7% | +4.8% |
| 3M | +15.5% | +42.3% | -26.8% | +12.9% |
| 6M | +3.4% | +64.6% | -61.2% | -0.1% |
| YTD | -2.2% | +17.2% | -19.4% | -3.6% |
| 1Y | +2.6% | -4.2% | +6.8% | +2.2% |
| 3Y | +27.5% | +13.5% | +14.0% | +21.5% |
| 5Y | -20.1% | -45.5% | +25.5% | -23.7% |
| All | -20.1% | -47.2% | +27.2% | -23.7% |
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