-15.1%
MP vs ET
+201.6%
-216.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.6% | +4.7% |
| 7D | -10.5% | -7.9% | -2.6% | -6.0% |
| 30D | -23.5% | -5.9% | -17.6% | -20.8% |
| 3M | -25.4% | -5.2% | -20.2% | -23.3% |
| 6M | -51.3% | +0.3% | -51.5% | -52.0% |
| YTD | -29.9% | +23.1% | -53.0% | -40.0% |
| 1Y | -31.8% | +22.7% | -54.6% | -41.5% |
| 3Y | +127.0% | +75.4% | +51.6% | +37.2% |
| All | -15.1% | +201.6% | -216.7% | -66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling