+20.3%
MDT vs ESTC
+31.2%
-10.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.5% | +5.6% | +1.6% |
| 7D | +3.2% | -8.1% | +11.3% | +4.0% |
| 30D | +9.5% | +31.7% | -22.2% | +6.4% |
| 3M | +16.0% | +41.1% | -25.1% | +11.8% |
| 6M | +0.2% | +77.1% | -76.9% | -5.9% |
| YTD | -0.3% | +21.7% | -22.0% | -3.2% |
| 1Y | +4.7% | +8.4% | -3.7% | +2.4% |
| 3Y | +26.5% | +23.6% | +2.9% | +16.6% |
| 5Y | -18.2% | -46.5% | +28.3% | -18.8% |
| All | +20.3% | +31.2% | -10.8% | -11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling