+163.8%
MPC vs ET
+73.7%
+90.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.5% |
| 7D | -16.2% | -7.9% | -8.3% | -10.9% |
| 30D | -15.7% | -5.9% | -9.8% | -11.7% |
| 3M | +24.9% | -5.2% | +30.1% | +30.1% |
| 6M | +52.7% | +0.3% | +52.4% | +52.5% |
| YTD | +131.9% | +23.1% | +108.8% | +101.2% |
| 1Y | +96.6% | +22.7% | +73.9% | +71.0% |
| 3Y | +163.8% | +75.4% | +88.4% | +53.4% |
| All | +163.8% | +73.7% | +90.1% | +53.4% |
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