+601.0%
MPC vs ETR
+157.6%
+443.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +11.2% | +1.2% | +10.1% | +11.0% |
| 30D | -14.5% | +7.0% | -21.5% | -15.9% |
| 3M | +16.7% | +4.6% | +12.1% | +15.3% |
| 6M | +67.6% | +0.1% | +67.4% | +66.9% |
| YTD | +157.9% | +23.2% | +134.7% | +142.1% |
| 1Y | +116.7% | +20.6% | +96.1% | +104.5% |
| 3Y | +199.8% | +156.3% | +43.5% | +121.1% |
| All | +601.0% | +157.6% | +443.4% | +409.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling