+706.7%
ETN vs MTB
+173.8%
+532.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.6% | +3.8% |
| 7D | +3.5% | 0.0% | +3.5% | +3.5% |
| 30D | -7.5% | -4.8% | -2.7% | -5.3% |
| 3M | +8.3% | +6.0% | +2.4% | +4.9% |
| 6M | +20.2% | +19.6% | +0.6% | +9.8% |
| YTD | +34.7% | +21.5% | +13.2% | +21.8% |
| 1Y | +19.4% | +24.7% | -5.3% | +6.4% |
| 3Y | +85.5% | +108.6% | -23.1% | +25.9% |
| 5Y | +186.6% | +106.7% | +79.9% | +84.8% |
| All | +706.7% | +173.8% | +532.8% | +294.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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