+35.8%
ETN vs MDLN
-7.1%
+42.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.5% | +4.0% |
| 7D | +3.5% | -11.1% | +14.6% | +3.0% |
| 30D | -7.5% | -8.4% | +0.8% | -7.9% |
| 3M | +8.3% | -12.4% | +20.7% | +7.2% |
| 6M | +20.2% | -23.3% | +43.4% | +20.0% |
| YTD | +34.7% | -22.5% | +57.2% | +34.4% |
| All | +35.8% | -7.1% | +42.9% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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