+19.4%
ETN vs MCO
-5.7%
+25.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.3% | +4.4% |
| 7D | +3.5% | -3.8% | +7.3% | +2.5% |
| 30D | -7.5% | -0.4% | -7.1% | -7.5% |
| 3M | +8.3% | +7.7% | +0.6% | +10.3% |
| 6M | +20.2% | +7.0% | +13.2% | +22.4% |
| YTD | +34.7% | -6.4% | +41.1% | +36.2% |
| 1Y | +19.4% | -7.6% | +27.1% | +19.4% |
| All | +19.4% | -5.7% | +25.1% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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