+445.3%
MP vs ETR
+183.4%
+261.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.5% |
| 7D | -2.9% | +1.4% | -4.3% | -3.2% |
| 30D | +13.8% | +1.0% | +12.8% | +13.5% |
| 3M | -16.7% | -1.3% | -15.4% | -16.7% |
| 6M | -11.5% | +1.9% | -13.4% | -12.6% |
| YTD | +7.9% | +18.2% | -10.2% | +2.2% |
| 1Y | -15.0% | +24.7% | -39.7% | -20.6% |
| 3Y | +153.5% | +150.7% | +2.8% | +93.6% |
| 5Y | +58.7% | +127.0% | -68.4% | +26.2% |
| All | +445.3% | +183.4% | +261.9% | +318.5% |
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