+544.6%
ETN vs MPC
+1,171.2%
-626.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | +3.6% | +11.2% | -7.6% | +0.2% |
| 30D | -13.4% | -14.5% | +1.1% | -9.2% |
| 3M | -21.9% | +16.7% | -38.6% | -26.1% |
| 6M | -12.8% | +67.6% | -80.3% | -27.1% |
| YTD | +12.1% | +157.9% | -145.8% | -19.9% |
| 1Y | +0.8% | +116.7% | -115.8% | -23.6% |
| 3Y | +64.5% | +199.8% | -135.3% | +8.2% |
| 5Y | +121.7% | +604.4% | -482.7% | +4.6% |
| All | +544.6% | +1,171.2% | -626.6% | +121.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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