+1,263.7%
MU vs ETN
+171.0%
+1,092.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.4% | -3.5% |
| 7D | +2.0% | +3.0% | -1.0% | -1.0% |
| 30D | +12.5% | -10.9% | +23.5% | +25.7% |
| 3M | +9.6% | +9.2% | +0.4% | +2.8% |
| 6M | +142.6% | +13.9% | +128.7% | +119.9% |
| YTD | +242.7% | +29.5% | +213.1% | +177.0% |
| 1Y | +599.3% | +14.2% | +585.1% | +536.4% |
| 3Y | +1,308.3% | +79.9% | +1,228.4% | +799.7% |
| 5Y | +1,263.7% | +175.7% | +1,088.0% | +495.8% |
| All | +1,263.7% | +171.0% | +1,092.7% | +495.8% |
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