+47.2%
MDY vs ESTC
-47.2%
+94.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | -0.1% |
| 7D | +1.0% | -4.3% | +5.3% | +1.6% |
| 30D | -3.1% | +17.7% | -20.9% | -6.1% |
| 3M | +1.8% | +42.3% | -40.5% | -4.4% |
| 6M | +10.8% | +64.6% | -53.8% | +0.9% |
| YTD | +14.4% | +17.2% | -2.8% | +9.6% |
| 1Y | +15.2% | -4.2% | +19.4% | +13.5% |
| 3Y | +51.2% | +13.5% | +37.7% | +37.3% |
| 5Y | +47.2% | -45.5% | +92.8% | +34.5% |
| All | +47.2% | -47.2% | +94.5% | +34.5% |
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