+85.5%
ETN vs MCO
+42.6%
+42.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.3% | +3.6% |
| 7D | +3.5% | -3.8% | +7.3% | +4.5% |
| 30D | -7.5% | -0.4% | -7.1% | -7.6% |
| 3M | +8.3% | +7.7% | +0.6% | +5.1% |
| 6M | +20.2% | +7.0% | +13.2% | +16.2% |
| YTD | +34.7% | -6.4% | +41.1% | +36.9% |
| 1Y | +19.4% | -7.6% | +27.1% | +21.8% |
| 3Y | +85.5% | +43.2% | +42.3% | +48.2% |
| All | +85.5% | +42.6% | +42.9% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling