+171.7%
MPC vs ET
+96.2%
+75.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.2% | +2.2% |
| 7D | +3.9% | +0.4% | +3.4% | +3.5% |
| 30D | +33.8% | +6.9% | +26.9% | +27.6% |
| 3M | +49.9% | +13.1% | +36.8% | +37.1% |
| 6M | +80.9% | +18.7% | +62.2% | +60.3% |
| YTD | +147.4% | +37.4% | +110.0% | +98.1% |
| 1Y | +123.2% | +34.8% | +88.4% | +81.0% |
| 3Y | +171.7% | +96.8% | +74.9% | +54.0% |
| All | +171.7% | +96.2% | +75.5% | +54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling