+68.3%
MTB vs ESTC
+25.9%
+42.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | +1.5% | +2.4% | -0.9% | +1.3% |
| 30D | +2.3% | -4.2% | +6.6% | +2.7% |
| 3M | -12.1% | +2.5% | -14.6% | -12.8% |
| 6M | +9.8% | +81.5% | -71.7% | +1.8% |
| YTD | +12.0% | +16.8% | -4.8% | +8.4% |
| 1Y | +22.0% | -3.5% | +25.5% | +20.4% |
| 3Y | +107.6% | +17.7% | +89.9% | +94.0% |
| 5Y | +61.9% | -51.7% | +113.6% | +59.0% |
| All | +68.3% | +25.9% | +42.4% | +26.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling