+19.4%
MCD vs ETN
+174.7%
-155.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.8% |
| 7D | -2.9% | +6.2% | -9.1% | -3.2% |
| 30D | -6.7% | -6.7% | -0.1% | -6.4% |
| 3M | -9.6% | +3.6% | -13.2% | -10.0% |
| 6M | -22.3% | +18.3% | -40.6% | -23.8% |
| YTD | -15.4% | +31.5% | -46.9% | -18.0% |
| 1Y | -16.8% | +20.6% | -37.4% | -18.9% |
| 3Y | -2.4% | +82.5% | -84.9% | -14.8% |
| 5Y | +19.4% | +177.8% | -158.4% | -9.7% |
| All | +19.4% | +174.7% | -155.4% | -9.7% |
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