-34.9%
MP vs ET
+25.9%
-60.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.1% | +2.0% |
| 7D | +11.0% | +3.0% | +8.0% | +11.1% |
| 30D | -11.7% | -3.5% | -8.3% | -12.0% |
| 3M | -30.8% | -5.6% | -25.2% | -31.2% |
| 6M | -42.9% | +0.5% | -43.4% | -42.7% |
| YTD | -25.9% | +26.3% | -52.2% | -34.8% |
| All | -34.9% | +25.9% | -60.8% | -42.1% |
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