+121.7%
MPC vs ET
+35.5%
+86.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.3% |
| 7D | +3.2% | +0.6% | +2.6% | +2.6% |
| 30D | +25.0% | +5.3% | +19.7% | +19.6% |
| 3M | +55.2% | +15.6% | +39.5% | +37.0% |
| 6M | +86.4% | +20.6% | +65.8% | +60.1% |
| YTD | +148.5% | +38.5% | +109.9% | +93.2% |
| 1Y | +121.7% | +35.7% | +86.0% | +73.3% |
| All | +121.7% | +35.5% | +86.2% | +73.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling