+529.5%
ETN vs MLM
+149.0%
+380.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.1% |
| 7D | -9.6% | -2.9% | -6.7% | -8.2% |
| 30D | -17.6% | +10.4% | -28.0% | -22.3% |
| 3M | -20.4% | -3.7% | -16.7% | -19.2% |
| 6M | -11.6% | -10.3% | -1.3% | -7.7% |
| YTD | +12.1% | -14.8% | +26.9% | +19.6% |
| 1Y | -5.9% | -13.9% | +8.0% | -0.2% |
| 3Y | +65.1% | +18.4% | +46.7% | +45.6% |
| 5Y | +121.7% | +31.8% | +89.9% | +81.1% |
| 10Y | +529.5% | +143.4% | +386.1% | +243.0% |
| All | +529.5% | +149.0% | +380.5% | +243.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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