+120.5%
ETN vs MPC
+600.5%
-480.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | +3.6% | +11.2% | -7.6% | +1.2% |
| 30D | -13.4% | -14.5% | +1.1% | -10.6% |
| 3M | -21.9% | +16.7% | -38.6% | -24.9% |
| 6M | -12.8% | +67.6% | -80.3% | -23.4% |
| YTD | +12.1% | +157.9% | -145.8% | -13.5% |
| 1Y | +0.8% | +116.7% | -115.8% | -18.2% |
| 3Y | +64.5% | +199.8% | -135.3% | +17.7% |
| All | +120.5% | +600.5% | -480.0% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling