+405.1%
MP vs ET
+356.7%
+48.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.7% | -1.2% |
| 7D | -7.4% | +0.2% | -7.6% | -7.5% |
| 30D | -6.7% | +2.9% | -9.5% | -8.0% |
| 3M | -11.7% | +16.8% | -28.5% | -18.7% |
| 6M | -18.9% | +18.9% | -37.7% | -26.4% |
| YTD | 0.0% | +37.7% | -37.7% | -16.1% |
| 1Y | -19.9% | +32.4% | -52.3% | -31.5% |
| 3Y | +133.4% | +99.5% | +33.9% | +55.3% |
| 5Y | +48.1% | +244.0% | -195.9% | -23.6% |
| All | +405.1% | +356.7% | +48.4% | +141.3% |
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