+6,406.5%
MCD vs ETN
+17,564.3%
-11,157.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -1.6% | +10.1% | -11.7% | -3.8% |
| 30D | +16.0% | -15.9% | +32.0% | +19.9% |
| 3M | 0.0% | -21.7% | +21.7% | +4.7% |
| 6M | +0.9% | -10.1% | +11.0% | +1.0% |
| YTD | -8.7% | +14.0% | -22.7% | -14.6% |
| 1Y | -8.6% | -1.7% | -6.9% | -11.4% |
| 3Y | +9.9% | +67.9% | -58.0% | -11.1% |
| 5Y | +22.6% | +125.5% | -102.9% | -10.0% |
| 10Y | +204.6% | +553.3% | -348.6% | +63.9% |
| All | +6,406.5% | +17,564.3% | -11,157.8% | +1,323.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling