+128.3%
ETR vs MDY
+45.3%
+83.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.8% |
| 7D | +0.4% | -0.8% | +1.2% | +0.7% |
| 30D | +2.0% | -3.9% | +5.9% | +3.6% |
| 3M | -1.7% | 0.0% | -1.6% | -1.7% |
| 6M | +3.6% | +8.5% | -5.0% | 0.0% |
| YTD | +18.0% | +13.2% | +4.8% | +12.0% |
| 1Y | +26.2% | +15.0% | +11.2% | +18.9% |
| 3Y | +148.0% | +49.6% | +98.4% | +106.8% |
| All | +128.3% | +45.3% | +83.0% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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