+67.6%
MTB vs ESTC
+24.7%
+42.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -2.0% | -2.6% | +0.7% | -1.7% |
| 30D | +0.1% | -8.6% | +8.7% | +1.0% |
| 3M | -12.1% | +14.4% | -26.5% | -13.9% |
| 6M | +7.3% | +73.3% | -66.0% | 0.0% |
| YTD | +11.5% | +15.7% | -4.2% | +8.1% |
| 1Y | +21.3% | -7.6% | +28.9% | +20.3% |
| 3Y | +104.1% | +14.6% | +89.6% | +91.3% |
| 5Y | +61.8% | -50.0% | +111.9% | +58.3% |
| All | +67.6% | +24.7% | +42.9% | +25.8% |
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 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