+1,098.3%
MPC vs ETR
+369.0%
+729.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -8.8% | +2.6% | -11.4% | -10.1% |
| 30D | -14.4% | +8.7% | -23.1% | -18.1% |
| 3M | +21.9% | +6.4% | +15.6% | +17.9% |
| 6M | +60.1% | +0.7% | +59.4% | +58.2% |
| YTD | +142.3% | +23.0% | +119.3% | +113.7% |
| 1Y | +101.7% | +17.9% | +83.8% | +81.8% |
| 3Y | +184.8% | +154.9% | +29.9% | +58.9% |
| 5Y | +564.6% | +157.3% | +407.3% | +254.4% |
| 10Y | +1,098.3% | +373.4% | +725.0% | +515.2% |
| All | +1,098.3% | +369.0% | +729.3% | +515.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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