+4,589.8%
ETN vs MAR
+2,460.4%
+2,129.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.5% | -2.0% |
| 7D | +6.2% | -0.5% | +6.7% | +6.4% |
| 30D | -6.7% | -4.7% | -2.0% | -4.8% |
| 3M | +3.6% | -15.6% | +19.2% | +10.8% |
| 6M | +18.3% | +1.2% | +17.1% | +16.4% |
| YTD | +31.5% | +7.5% | +24.0% | +25.5% |
| 1Y | +20.6% | +26.6% | -6.1% | +6.4% |
| 3Y | +82.5% | +66.0% | +16.6% | +42.4% |
| 5Y | +177.8% | +154.1% | +23.7% | +74.7% |
| 10Y | +705.0% | +441.9% | +263.2% | +236.4% |
| All | +4,589.8% | +2,460.4% | +2,129.4% | +850.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling