+177.5%
MCD vs ETN
+699.0%
-521.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.2% |
| 7D | -2.5% | +3.0% | -5.6% | -3.2% |
| 30D | -7.0% | -10.9% | +3.9% | -4.6% |
| 3M | -9.8% | +9.2% | -19.0% | -12.8% |
| 6M | -21.8% | +13.9% | -35.7% | -25.8% |
| YTD | -15.6% | +29.5% | -45.1% | -23.0% |
| 1Y | -15.2% | +14.2% | -29.4% | -20.3% |
| 3Y | -2.6% | +79.9% | -82.4% | -25.7% |
| 5Y | +18.9% | +175.7% | -156.8% | -25.6% |
| All | +177.5% | +699.0% | -521.5% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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