+1,135.3%
MPC vs ETR
+374.5%
+760.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.2% | +3.3% |
| 7D | +2.6% | +0.1% | +2.5% | +2.6% |
| 30D | -12.2% | +7.7% | -19.9% | -15.6% |
| 3M | +20.1% | +5.7% | +14.4% | +16.4% |
| 6M | +60.6% | -0.3% | +60.9% | +59.5% |
| YTD | +150.6% | +23.4% | +127.2% | +120.7% |
| 1Y | +104.7% | +18.5% | +86.2% | +84.0% |
| 3Y | +194.5% | +155.6% | +38.9% | +64.1% |
| 5Y | +582.3% | +158.7% | +423.6% | +262.6% |
| 10Y | +1,135.3% | +377.8% | +757.5% | +534.5% |
| All | +1,135.3% | +374.5% | +760.8% | +534.5% |
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