+103.3%
MTB vs ESTC
-47.2%
+150.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | -0.2% |
| 7D | +2.8% | -4.3% | +7.1% | +3.2% |
| 30D | -4.2% | +17.7% | -21.9% | -6.1% |
| 3M | +7.8% | +42.3% | -34.5% | +3.4% |
| 6M | +14.8% | +64.6% | -49.7% | +7.9% |
| YTD | +20.8% | +17.2% | +3.6% | +17.4% |
| 1Y | +23.1% | -4.2% | +27.3% | +22.0% |
| 3Y | +114.8% | +13.5% | +101.3% | +102.4% |
| 5Y | +103.3% | -45.5% | +148.8% | +78.0% |
| All | +103.3% | -47.2% | +150.5% | +78.0% |
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