+3,298.1%
MPC vs ETR
+512.3%
+2,785.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +9.4% | +1.5% | +7.9% | +8.6% |
| 30D | -13.4% | +6.6% | -20.1% | -16.4% |
| 3M | +18.9% | +4.4% | +14.5% | +16.0% |
| 6M | +64.9% | -0.3% | +65.2% | +63.7% |
| YTD | +156.8% | +23.3% | +133.5% | +126.8% |
| 1Y | +113.2% | +18.9% | +94.3% | +91.8% |
| 3Y | +201.8% | +155.5% | +46.3% | +72.3% |
| 5Y | +601.4% | +159.9% | +441.4% | +283.8% |
| 10Y | +1,166.0% | +377.6% | +788.4% | +434.1% |
| All | +3,298.1% | +512.3% | +2,785.8% | +842.9% |
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