+362.3%
ETN vs MP
+271.0%
+91.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.7% |
| 7D | +2.4% | +2.3% | +0.2% | +2.2% |
| 30D | -15.2% | -15.3% | +0.1% | -13.5% |
| 3M | -21.2% | -33.5% | +12.3% | -17.5% |
| 6M | -13.5% | -45.5% | +32.1% | -7.8% |
| YTD | +14.5% | -27.3% | +41.8% | +17.5% |
| 1Y | -0.9% | -40.7% | +39.9% | +3.6% |
| 3Y | +68.6% | +145.9% | -77.2% | +41.9% |
| 5Y | +129.0% | -13.9% | +142.9% | +110.1% |
| All | +362.3% | +271.0% | +91.3% | +265.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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