+52.2%
MDY vs ESTC
+16.0%
+36.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +0.6% |
| 7D | +0.1% | -8.1% | +8.2% | +1.0% |
| 30D | -1.5% | +31.7% | -33.2% | -4.9% |
| 3M | +0.8% | +41.1% | -40.3% | -3.7% |
| 6M | +7.4% | +77.1% | -69.6% | -0.6% |
| YTD | +15.2% | +21.7% | -6.5% | +11.4% |
| 1Y | +16.5% | +8.4% | +8.2% | +14.0% |
| All | +52.2% | +16.0% | +36.2% | +44.6% |
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