+2,968.0%
MPC vs ETR
+504.6%
+2,463.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -16.2% | +0.4% | -16.6% | -16.5% |
| 30D | -15.7% | +7.5% | -23.3% | -18.9% |
| 3M | +24.9% | +4.4% | +20.5% | +21.8% |
| 6M | +52.7% | -1.5% | +54.2% | +52.5% |
| YTD | +131.9% | +21.8% | +110.1% | +106.0% |
| 1Y | +96.6% | +18.4% | +78.2% | +77.2% |
| 3Y | +163.8% | +148.5% | +15.3% | +52.8% |
| 5Y | +533.1% | +152.6% | +380.5% | +251.9% |
| 10Y | +1,118.6% | +354.5% | +764.2% | +425.5% |
| All | +2,968.0% | +504.6% | +2,463.4% | +756.4% |
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