-5.5%
ETN vs MGY
+8.9%
-14.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -5.2% | -4.6% | -10.3% |
| 7D | -10.1% | -12.1% | +2.0% | -11.4% |
| 30D | -18.4% | -2.6% | -15.8% | -18.4% |
| 3M | -20.4% | -4.2% | -16.2% | -20.5% |
| 6M | -16.0% | -23.9% | +7.9% | -17.4% |
| YTD | +11.8% | +8.8% | +3.0% | +6.1% |
| 1Y | -5.5% | +9.5% | -15.0% | -11.0% |
| All | -5.5% | +8.9% | -14.4% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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