-11.7%
MP vs ET
+32.7%
-44.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +3.0% | +0.4% | +2.6% | +3.1% |
| 30D | +8.3% | +6.9% | +1.5% | +9.4% |
| 3M | -3.8% | +13.1% | -16.9% | -2.1% |
| 6M | -4.9% | +18.7% | -23.6% | -5.4% |
| YTD | +9.6% | +37.4% | -27.8% | +4.7% |
| 1Y | -11.7% | +34.8% | -46.5% | -20.6% |
| All | -11.7% | +32.7% | -44.4% | -20.6% |
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