+68.9%
MP vs ET
+235.7%
-166.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +3.0% | +0.4% | +2.6% | +2.8% |
| 30D | +8.3% | +6.9% | +1.5% | +4.2% |
| 3M | -3.8% | +13.1% | -16.9% | -11.2% |
| 6M | -4.9% | +18.7% | -23.6% | -15.5% |
| YTD | +9.6% | +37.4% | -27.8% | -11.4% |
| 1Y | -11.7% | +34.8% | -46.5% | -27.9% |
| 3Y | +158.5% | +96.8% | +61.7% | +50.0% |
| 5Y | +68.9% | +238.2% | -169.3% | -32.8% |
| All | +68.9% | +235.7% | -166.8% | -32.8% |
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