+8,487.7%
ETN vs MLM
+2,961.7%
+5,526.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.3% | +3.0% |
| 7D | +2.0% | -2.9% | +4.9% | +3.2% |
| 30D | -7.9% | -6.8% | -1.1% | -5.2% |
| 3M | -1.6% | -11.2% | +9.6% | +2.7% |
| 6M | +16.9% | -21.8% | +38.7% | +28.6% |
| YTD | +30.1% | -17.0% | +47.0% | +38.9% |
| 1Y | +19.3% | -16.4% | +35.7% | +26.9% |
| 3Y | +82.5% | +14.5% | +68.0% | +70.4% |
| 5Y | +166.8% | +41.7% | +125.1% | +126.6% |
| 10Y | +649.7% | +200.0% | +449.7% | +356.2% |
| All | +8,487.7% | +2,961.7% | +5,526.0% | +2,480.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling