+706.7%
ETN vs MDY
+177.2%
+529.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.1% |
| 7D | +3.5% | -1.9% | +5.4% | +5.6% |
| 30D | -7.5% | -4.6% | -2.9% | -2.6% |
| 3M | +8.3% | -1.2% | +9.6% | +10.3% |
| 6M | +20.2% | +9.2% | +11.0% | +10.8% |
| YTD | +34.7% | +13.1% | +21.6% | +19.9% |
| 1Y | +19.4% | +13.0% | +6.4% | +6.5% |
| 3Y | +85.5% | +49.2% | +36.3% | +25.7% |
| 5Y | +186.6% | +47.2% | +139.4% | +94.4% |
| All | +706.7% | +177.2% | +529.5% | +171.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling