+23.4%
MCD vs ETN
+126.2%
-102.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.4% | -2.7% |
| 7D | -1.9% | +2.4% | -4.4% | -2.0% |
| 30D | +16.6% | -15.2% | +31.8% | +17.2% |
| 3M | +0.9% | -21.2% | +22.2% | +1.9% |
| 6M | +1.5% | -13.5% | +14.9% | +1.6% |
| YTD | -8.3% | +14.5% | -22.8% | -10.8% |
| 1Y | -8.1% | -0.9% | -7.3% | -9.4% |
| 3Y | +10.3% | +68.6% | -58.3% | -5.3% |
| 5Y | +23.4% | +129.0% | -105.6% | -5.2% |
| All | +23.4% | +126.2% | -102.8% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling