+37.4%
MDY vs ESTC
-51.0%
+88.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +0.2% | -2.6% | +2.8% | +0.6% |
| 30D | +2.1% | -8.6% | +10.7% | +3.4% |
| 3M | -3.6% | +14.4% | -18.0% | -6.4% |
| 6M | +1.7% | +73.3% | -71.6% | -8.1% |
| YTD | +13.8% | +15.7% | -1.9% | +8.9% |
| 1Y | +15.5% | -7.6% | +23.1% | +14.5% |
| 3Y | +58.3% | +14.6% | +43.7% | +43.4% |
| 5Y | +37.4% | -50.0% | +87.5% | +22.9% |
| All | +37.4% | -51.0% | +88.4% | +22.9% |
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