+1,137.4%
ETN vs MPC
+2,977.1%
-1,839.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.4% |
| 7D | +2.0% | +5.4% | -3.4% | +0.2% |
| 30D | -7.9% | +31.0% | -38.9% | -15.8% |
| 3M | -1.6% | +46.0% | -47.6% | -13.6% |
| 6M | +16.9% | +77.3% | -60.4% | -4.8% |
| YTD | +30.1% | +141.9% | -111.8% | -5.0% |
| 1Y | +19.3% | +120.9% | -101.6% | -10.5% |
| 3Y | +82.5% | +182.7% | -100.2% | +22.4% |
| 5Y | +166.8% | +646.4% | -479.6% | +23.7% |
| 10Y | +649.7% | +1,138.7% | -489.0% | +157.1% |
| All | +1,137.4% | +2,977.1% | -1,839.7% | +147.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling