+177.8%
ETN vs MPC
+687.9%
-510.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.1% | -1.7% |
| 7D | +6.2% | +3.2% | +3.0% | +5.5% |
| 30D | -6.7% | +25.0% | -31.7% | -11.3% |
| 3M | +3.6% | +55.2% | -51.5% | -6.7% |
| 6M | +18.3% | +86.4% | -68.1% | +0.8% |
| YTD | +31.5% | +148.5% | -117.0% | +3.0% |
| 1Y | +20.6% | +121.7% | -101.1% | -2.7% |
| 3Y | +82.5% | +172.9% | -90.3% | +35.0% |
| 5Y | +177.8% | +679.9% | -502.1% | +51.1% |
| All | +177.8% | +687.9% | -510.1% | +51.1% |
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