-44.8%
MP vs ETR
+16.6%
-61.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.7% | +5.0% |
| 7D | -10.5% | +0.4% | -10.9% | -10.4% |
| 30D | -23.5% | +7.5% | -31.1% | -23.1% |
| 3M | -25.4% | +4.4% | -29.9% | -25.2% |
| 6M | -51.3% | -1.5% | -49.7% | -51.1% |
| YTD | -29.9% | +21.8% | -51.7% | -36.7% |
| All | -44.8% | +16.6% | -61.4% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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