-0.9%
ETN vs MP
-42.0%
+41.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.6% |
| 7D | +2.4% | +2.3% | +0.2% | +1.9% |
| 30D | -15.2% | -15.3% | +0.1% | -11.6% |
| 3M | -21.2% | -33.5% | +12.3% | -13.4% |
| 6M | -13.5% | -45.5% | +32.1% | -2.7% |
| YTD | +14.5% | -27.3% | +41.8% | +17.9% |
| 1Y | -0.9% | -40.7% | +39.9% | +6.3% |
| All | -0.9% | -42.0% | +41.2% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling