+566.9%
ETN vs MGY
+210.4%
+356.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | +3.5% | +3.5% | 0.0% | +2.7% |
| 30D | -7.5% | +5.3% | -12.8% | -8.8% |
| 3M | +8.3% | +2.6% | +5.7% | +7.0% |
| 6M | +20.2% | -3.3% | +23.5% | +19.6% |
| YTD | +34.7% | +29.2% | +5.4% | +24.1% |
| 1Y | +19.4% | +18.0% | +1.4% | +12.3% |
| 3Y | +85.5% | +30.0% | +55.5% | +68.0% |
| 5Y | +186.6% | +92.7% | +93.9% | +122.2% |
| All | +566.9% | +210.4% | +356.6% | +299.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling