+544.8%
ETN vs MDB
+978.8%
-434.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.5% | +6.2% | +3.1% |
| 7D | +8.0% | -18.0% | +26.1% | +10.3% |
| 30D | -5.9% | -10.7% | +4.8% | -5.0% |
| 3M | +5.0% | +1.0% | +4.0% | +4.2% |
| 6M | +22.4% | +31.6% | -9.2% | +16.6% |
| YTD | +33.6% | -15.2% | +48.8% | +33.3% |
| 1Y | +22.1% | +10.1% | +12.0% | +17.6% |
| 3Y | +85.6% | -5.6% | +91.2% | +74.3% |
| 5Y | +179.2% | -24.5% | +203.8% | +154.1% |
| All | +544.8% | +978.8% | -434.0% | +298.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling