+3,101.0%
MPC vs ET
+491.0%
+2,610.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +5.4% | +0.9% | +4.5% | +5.0% |
| 30D | +31.0% | +7.5% | +23.5% | +27.1% |
| 3M | +46.0% | +11.4% | +34.6% | +39.6% |
| 6M | +77.3% | +18.5% | +58.8% | +65.4% |
| YTD | +141.9% | +37.4% | +104.5% | +112.2% |
| 1Y | +120.9% | +30.9% | +90.0% | +97.7% |
| 3Y | +182.7% | +98.7% | +84.0% | +113.2% |
| 5Y | +646.4% | +230.7% | +415.7% | +361.0% |
| 10Y | +1,138.7% | +175.6% | +963.1% | +663.2% |
| All | +3,101.0% | +491.0% | +2,610.0% | +863.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling