+1,106.2%
MPC vs ETR
+356.9%
+749.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.5% | +4.0% |
| 7D | -9.4% | +1.7% | -11.2% | -10.3% |
| 30D | -14.3% | +8.7% | -23.1% | -18.0% |
| 3M | +31.1% | +4.9% | +26.2% | +27.5% |
| 6M | +60.3% | +0.8% | +59.5% | +58.3% |
| YTD | +142.5% | +23.1% | +119.4% | +113.8% |
| 1Y | +104.6% | +17.9% | +86.7% | +84.5% |
| 3Y | +191.7% | +154.5% | +37.2% | +63.0% |
| 5Y | +549.2% | +160.3% | +388.9% | +243.5% |
| 10Y | +1,106.2% | +366.9% | +739.3% | +520.8% |
| All | +1,106.2% | +356.9% | +749.3% | +520.8% |
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