-5.5%
ETN vs MDY
+17.5%
-23.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.6% | -10.5% | -10.8% |
| 7D | -10.1% | +1.7% | -11.8% | -12.6% |
| 30D | -18.4% | +1.2% | -19.6% | -19.8% |
| 3M | -20.4% | -3.5% | -16.9% | -15.5% |
| 6M | -16.0% | +3.5% | -19.5% | -18.6% |
| YTD | +11.8% | +13.6% | -1.8% | -4.9% |
| 1Y | -5.5% | +17.1% | -22.5% | -22.9% |
| All | -5.5% | +17.5% | -23.0% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 1y: compounded portfolio wealth divided by compounded MDY 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…
1y analysis · Full analysis span regression · 6 months rolling