-20.8%
MP vs ETR
+158.7%
-179.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -17.2% |
| 3M | -33.5% | +5.7% | -39.2% | -34.7% |
| 6M | -45.5% | -0.3% | -45.2% | -45.7% |
| YTD | -27.3% | +23.4% | -50.7% | -33.6% |
| 1Y | -40.7% | +18.5% | -59.2% | -44.9% |
| 3Y | +145.9% | +155.6% | -9.7% | +59.4% |
| All | -20.8% | +158.7% | -179.5% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling