+198.5%
MPC vs ETR
+155.5%
+43.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +9.4% | +1.5% | +7.9% | +9.2% |
| 30D | -13.4% | +6.6% | -20.1% | -14.3% |
| 3M | +18.9% | +4.4% | +14.5% | +18.0% |
| 6M | +64.9% | -0.3% | +65.2% | +64.7% |
| YTD | +156.8% | +23.3% | +133.5% | +145.4% |
| 1Y | +113.2% | +18.9% | +94.3% | +105.3% |
| All | +198.5% | +155.5% | +43.0% | +139.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling