+20,176.5%
ETN vs MDT
+7,757.5%
+12,419.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +6.2% | -0.3% | +6.5% | +6.3% |
| 30D | -6.7% | +2.8% | -9.5% | -7.5% |
| 3M | +3.6% | +13.1% | -9.5% | -0.9% |
| 6M | +18.3% | +2.3% | +16.0% | +16.4% |
| YTD | +31.5% | -2.7% | +34.1% | +31.0% |
| 1Y | +20.6% | +0.9% | +19.7% | +18.5% |
| 3Y | +82.5% | +26.8% | +55.7% | +64.8% |
| 5Y | +177.8% | -19.5% | +197.2% | +186.7% |
| 10Y | +705.0% | +40.6% | +664.4% | +607.2% |
| All | +20,176.5% | +7,757.5% | +12,419.0% | +9,312.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling