+93.0%
MPC vs ETR
+16.6%
+76.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -16.2% | +0.4% | -16.6% | -16.1% |
| 30D | -15.7% | +7.5% | -23.3% | -15.8% |
| 3M | +24.9% | +4.4% | +20.5% | +24.8% |
| 6M | +52.7% | -1.5% | +54.2% | +52.6% |
| YTD | +131.9% | +21.8% | +110.1% | +127.8% |
| All | +93.0% | +16.6% | +76.4% | +91.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling