+145.7%
MP vs ETR
+155.6%
-9.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.5% | +0.7% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | -15.3% | +7.7% | -23.0% | -16.4% |
| 3M | -33.5% | +5.7% | -39.2% | -34.2% |
| 6M | -45.5% | -0.3% | -45.2% | -45.6% |
| YTD | -27.3% | +23.4% | -50.7% | -31.8% |
| 1Y | -40.7% | +18.5% | -59.2% | -43.7% |
| All | +145.7% | +155.6% | -9.9% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling