+254.1%
MP vs ETR
+192.1%
+62.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -24.8% |
| 3M | -25.4% | +4.4% | -29.9% | -26.2% |
| 6M | -51.3% | -1.5% | -49.7% | -51.2% |
| YTD | -29.9% | +21.8% | -51.7% | -34.1% |
| 1Y | -31.8% | +18.4% | -50.2% | -35.3% |
| 3Y | +127.0% | +148.5% | -21.5% | +73.8% |
| 5Y | -3.3% | +152.6% | -155.9% | -24.0% |
| All | +254.1% | +192.1% | +62.0% | +169.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling