+719.8%
MU vs ETN
+20.7%
+699.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.5% | +2.6% | +1.9% |
| 7D | +9.0% | +2.0% | +7.0% | +6.4% |
| 30D | +13.8% | -7.9% | +21.7% | +25.4% |
| 3M | +2.1% | -1.6% | +3.7% | +5.9% |
| 6M | +153.8% | +16.9% | +136.9% | +115.4% |
| YTD | +256.4% | +30.1% | +226.3% | +162.0% |
| 1Y | +719.8% | +19.3% | +700.5% | +618.7% |
| All | +719.8% | +20.7% | +699.1% | +618.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling