+3,484.1%
ETR vs MDY
+2,644.5%
+839.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.8% | +1.5% |
| 7D | +1.4% | +1.0% | +0.4% | +1.0% |
| 30D | +1.9% | -3.1% | +5.0% | +3.3% |
| 3M | +1.0% | +1.8% | -0.8% | +0.1% |
| 6M | +4.8% | +10.8% | -6.0% | 0.0% |
| YTD | +19.5% | +14.4% | +5.1% | +12.3% |
| 1Y | +28.1% | +15.2% | +12.9% | +19.9% |
| 3Y | +151.1% | +51.2% | +100.0% | +106.5% |
| 5Y | +125.2% | +47.2% | +77.9% | +84.8% |
| 10Y | +291.1% | +171.1% | +120.0% | +143.1% |
| All | +3,484.1% | +2,644.5% | +839.6% | +1,012.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling