+425.0%
ETN vs MP
+450.8%
-25.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +3.3% |
| 7D | +2.0% | -2.9% | +4.9% | +2.3% |
| 30D | -7.9% | +13.8% | -21.7% | -9.4% |
| 3M | -1.6% | -16.7% | +15.1% | 0.0% |
| 6M | +16.9% | -11.5% | +28.4% | +17.4% |
| YTD | +30.1% | +7.9% | +22.1% | +27.5% |
| 1Y | +19.3% | -15.0% | +34.3% | +18.5% |
| 3Y | +82.5% | +153.5% | -71.0% | +52.6% |
| 5Y | +166.8% | +58.7% | +108.2% | +130.8% |
| All | +425.0% | +450.8% | -25.8% | +296.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling