-15.1%
MP vs ETR
+152.2%
-167.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.7% | +4.9% |
| 7D | -10.5% | +0.4% | -10.9% | -10.6% |
| 30D | -23.5% | +7.5% | -31.1% | -25.2% |
| 3M | -25.4% | +4.4% | -29.9% | -26.5% |
| 6M | -51.3% | -1.5% | -49.7% | -51.2% |
| YTD | -29.9% | +21.8% | -51.7% | -35.6% |
| 1Y | -31.8% | +18.4% | -50.2% | -36.6% |
| 3Y | +127.0% | +148.5% | -21.5% | +50.4% |
| All | -15.1% | +152.2% | -167.2% | -40.9% |
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