+1,098.3%
MPC vs ET
+166.6%
+931.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -1.2% |
| 7D | -8.8% | -1.9% | -7.0% | -7.6% |
| 30D | -14.4% | -3.1% | -11.3% | -12.6% |
| 3M | +21.9% | -3.9% | +25.9% | +25.2% |
| 6M | +60.1% | +4.0% | +56.1% | +56.4% |
| YTD | +142.3% | +26.4% | +115.9% | +109.8% |
| 1Y | +101.7% | +24.9% | +76.8% | +76.0% |
| 3Y | +184.8% | +85.2% | +99.6% | +93.1% |
| 5Y | +564.6% | +218.3% | +346.3% | +223.1% |
| 10Y | +1,098.3% | +172.0% | +926.4% | +466.2% |
| All | +1,098.3% | +166.6% | +931.8% | +466.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling