+287.6%
MP vs ET
+318.6%
-31.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | +9.5% | +2.5% | +6.9% | +8.1% |
| 30D | -3.0% | -2.5% | -0.5% | -1.9% |
| 3M | -30.4% | -4.9% | -25.5% | -28.8% |
| 6M | -39.2% | -0.1% | -39.1% | -39.7% |
| YTD | -23.3% | +26.2% | -49.5% | -32.9% |
| 1Y | -32.6% | +25.2% | -57.8% | -40.8% |
| 3Y | +159.3% | +84.2% | +75.1% | +78.8% |
| 5Y | -16.4% | +216.1% | -232.5% | -55.2% |
| All | +287.6% | +318.6% | -31.0% | +92.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling