+120.5%
ETN vs MDB
-41.3%
+161.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | 0.0% | -1.5% |
| 7D | +3.6% | +6.8% | -3.2% | +2.8% |
| 30D | -13.4% | -6.2% | -7.2% | -12.7% |
| 3M | -21.9% | -29.2% | +7.3% | -19.1% |
| 6M | -12.8% | +10.3% | -23.1% | -15.2% |
| YTD | +12.1% | -20.4% | +32.5% | +12.5% |
| 1Y | +0.8% | -4.8% | +5.7% | -1.7% |
| 3Y | +64.5% | -11.6% | +76.1% | +53.6% |
| All | +120.5% | -41.3% | +161.9% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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