+190.4%
ETN vs MDT
-19.5%
+209.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.1% |
| 7D | +3.5% | -3.4% | +6.9% | +4.2% |
| 30D | -7.5% | +0.2% | -7.7% | -7.6% |
| 3M | +8.3% | +14.3% | -5.9% | +4.9% |
| 6M | +20.2% | +4.0% | +16.2% | +19.3% |
| YTD | +34.7% | -3.7% | +38.3% | +36.0% |
| 1Y | +19.4% | -0.4% | +19.8% | +19.3% |
| 3Y | +85.5% | +23.3% | +62.2% | +70.3% |
| All | +190.4% | -19.5% | +209.9% | +211.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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