+22.1%
ETN vs MLM
-17.1%
+39.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.3% | +2.9% |
| 7D | +8.0% | +1.4% | +6.6% | +7.5% |
| 30D | -5.9% | -6.5% | +0.6% | -3.9% |
| 3M | +5.0% | -7.4% | +12.4% | +6.7% |
| 6M | +22.4% | -15.8% | +38.2% | +29.0% |
| YTD | +33.6% | -17.4% | +51.1% | +37.7% |
| 1Y | +22.1% | -17.9% | +40.0% | +24.9% |
| All | +22.1% | -17.1% | +39.2% | +24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling