+24.1%
MTB vs ESTC
-8.5%
+32.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.6% | +4.0% | +0.5% |
| 7D | -0.4% | -13.2% | +12.7% | -0.3% |
| 30D | -4.6% | +9.3% | -13.9% | -4.7% |
| 3M | +7.4% | +37.3% | -29.9% | +6.8% |
| 6M | +18.7% | +61.0% | -42.3% | +17.6% |
| YTD | +21.1% | +10.7% | +10.4% | +19.8% |
| 1Y | +24.1% | -7.2% | +31.2% | +23.4% |
| All | +24.1% | -8.5% | +32.6% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling