+950.8%
MU vs ETN
+65.2%
+885.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -0.7% |
| 7D | +12.8% | +3.6% | +9.2% | +8.8% |
| 30D | -14.9% | -13.4% | -1.5% | -0.2% |
| 3M | -18.0% | -21.9% | +3.9% | +6.6% |
| 6M | -3.1% | -12.8% | +9.7% | +14.7% |
| YTD | +172.9% | +12.1% | +160.8% | +146.4% |
| 1Y | +228.8% | +0.8% | +228.0% | +232.1% |
| 3Y | +950.8% | +64.5% | +886.4% | +584.0% |
| All | +950.8% | +65.2% | +885.6% | +584.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling