+171.2%
ETN vs MLM
+41.9%
+129.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.3% | +2.8% |
| 7D | +2.0% | -2.9% | +4.9% | +3.7% |
| 30D | -7.9% | -6.8% | -1.1% | -4.2% |
| 3M | -1.6% | -11.2% | +9.6% | +4.2% |
| 6M | +16.9% | -21.8% | +38.7% | +33.4% |
| YTD | +30.1% | -17.0% | +47.0% | +41.8% |
| 1Y | +19.3% | -16.4% | +35.7% | +29.1% |
| 3Y | +82.5% | +14.5% | +68.0% | +60.7% |
| All | +171.2% | +41.9% | +129.3% | +102.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling