+1,116.6%
MPC vs ETR
+293.5%
+823.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +5.4% | +1.4% | +4.0% | +4.7% |
| 30D | +31.0% | +1.0% | +30.0% | +30.2% |
| 3M | +46.0% | -1.3% | +47.3% | +46.4% |
| 6M | +77.3% | +1.9% | +75.4% | +73.7% |
| YTD | +141.9% | +18.2% | +123.8% | +118.4% |
| 1Y | +120.9% | +24.7% | +96.2% | +93.3% |
| 3Y | +182.7% | +150.7% | +32.0% | +59.4% |
| 5Y | +646.4% | +127.0% | +519.4% | +332.7% |
| All | +1,116.6% | +293.5% | +823.1% | +560.3% |
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