+111.4%
ETN vs MP
-13.8%
+125.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.9% | -0.5% | +3.8% |
| 7D | -7.6% | -10.5% | +2.9% | -6.1% |
| 30D | -20.8% | -23.5% | +2.8% | -17.7% |
| 3M | -23.6% | -25.4% | +1.9% | -20.5% |
| 6M | -18.5% | -51.3% | +32.8% | -10.9% |
| YTD | +8.2% | -29.9% | +38.1% | +12.0% |
| 1Y | -8.7% | -31.8% | +23.1% | -5.4% |
| 3Y | +63.3% | +127.0% | -63.7% | +29.9% |
| All | +111.4% | -13.8% | +125.2% | +93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling