+3,101.0%
MPC vs ETR
+486.7%
+2,614.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +73.8% |
| YTD | +141.9% | +18.2% | +123.8% | +118.8% |
| 1Y | +120.9% | +24.7% | +96.2% | +93.8% |
| 3Y | +182.7% | +150.7% | +32.0% | +62.7% |
| 5Y | +646.4% | +127.0% | +519.4% | +341.7% |
| 10Y | +1,138.7% | +295.5% | +843.3% | +474.1% |
| All | +3,101.0% | +486.7% | +2,614.3% | +809.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling