+190.4%
ETN vs MAR
+154.9%
+35.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +3.2% |
| 7D | +3.5% | -0.5% | +4.1% | +3.8% |
| 30D | -7.5% | -5.4% | -2.1% | -5.3% |
| 3M | +8.3% | -15.5% | +23.8% | +16.0% |
| 6M | +20.2% | +3.0% | +17.2% | +16.8% |
| YTD | +34.7% | +8.5% | +26.1% | +27.0% |
| 1Y | +19.4% | +26.0% | -6.5% | +4.0% |
| 3Y | +85.5% | +68.6% | +16.9% | +39.7% |
| All | +190.4% | +154.9% | +35.5% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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