-34.6%
MP vs ET
+24.7%
-59.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.5% | -1.6% | -5.2% |
| 7D | -12.5% | -6.0% | -6.5% | -12.9% |
| 30D | -23.3% | -6.1% | -17.3% | -23.6% |
| 3M | -24.4% | -2.7% | -21.7% | -24.3% |
| 6M | -45.8% | +0.2% | -46.0% | -45.9% |
| YTD | -28.9% | +24.3% | -53.3% | -38.3% |
| 1Y | -34.6% | +26.4% | -61.0% | -43.9% |
| All | -34.6% | +24.7% | -59.3% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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