+127.0%
MP vs ET
+73.7%
+53.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.6% | +4.8% |
| 7D | -10.5% | -7.9% | -2.6% | -8.4% |
| 30D | -23.5% | -5.9% | -17.6% | -22.2% |
| 3M | -25.4% | -5.2% | -20.2% | -24.4% |
| 6M | -51.3% | +0.3% | -51.5% | -51.6% |
| YTD | -29.9% | +23.1% | -53.0% | -36.1% |
| 1Y | -31.8% | +22.7% | -54.6% | -37.8% |
| 3Y | +127.0% | +75.4% | +51.6% | +30.1% |
| All | +127.0% | +73.7% | +53.3% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling