+85.6%
ETN vs MPC
+176.9%
-91.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.3% | +0.5% | +2.3% |
| 7D | +8.0% | +3.9% | +4.2% | +7.3% |
| 30D | -5.9% | +33.8% | -39.7% | -11.0% |
| 3M | +5.0% | +49.9% | -44.9% | -3.2% |
| 6M | +22.4% | +80.9% | -58.5% | +7.2% |
| YTD | +33.6% | +147.4% | -113.8% | +6.9% |
| 1Y | +22.1% | +123.2% | -101.1% | +0.4% |
| 3Y | +85.6% | +171.7% | -86.1% | +38.2% |
| All | +85.6% | +176.9% | -91.3% | +38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling