+106,206.6%
MU vs ETN
+20,051.5%
+86,155.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.5% | +2.6% | +3.6% |
| 7D | +9.0% | +2.0% | +7.0% | +7.5% |
| 30D | +13.8% | -7.9% | +21.7% | +20.6% |
| 3M | +2.1% | -1.6% | +3.7% | +5.8% |
| 6M | +153.8% | +16.9% | +136.9% | +134.2% |
| YTD | +256.4% | +30.1% | +226.3% | +206.1% |
| 1Y | +719.8% | +19.3% | +700.5% | +652.2% |
| 3Y | +1,360.4% | +82.5% | +1,277.8% | +922.1% |
| 5Y | +1,312.4% | +166.8% | +1,145.6% | +661.4% |
| 10Y | +6,142.6% | +649.7% | +5,492.9% | +1,562.8% |
| All | +106,206.6% | +20,051.5% | +86,155.2% | +5,688.0% |
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 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