+561.5%
ETN vs MLM
+167.5%
+394.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.5% | +2.7% | +3.8% |
| 7D | -1.8% | -3.8% | +2.0% | +0.1% |
| 30D | -16.4% | +11.0% | -27.4% | -21.4% |
| 3M | -19.9% | -3.1% | -16.9% | -19.1% |
| 6M | -10.3% | -9.8% | -0.5% | -6.6% |
| YTD | +13.8% | -14.4% | +28.1% | +20.9% |
| 1Y | -3.1% | -12.6% | +9.5% | +1.9% |
| 3Y | +70.1% | +19.7% | +50.4% | +49.1% |
| 5Y | +122.3% | +29.8% | +92.5% | +83.0% |
| 10Y | +561.5% | +153.5% | +407.9% | +253.4% |
| All | +561.5% | +167.5% | +394.0% | +253.4% |
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