+9,305.6%
ETN vs MCO
+7,284.8%
+2,020.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | -0.9% |
| 7D | +3.0% | -7.3% | +10.4% | +6.0% |
| 30D | -10.9% | -1.7% | -9.2% | -10.5% |
| 3M | +9.2% | +3.9% | +5.3% | +6.6% |
| 6M | +13.9% | +3.8% | +10.1% | +10.5% |
| YTD | +29.5% | -7.9% | +37.4% | +30.5% |
| 1Y | +14.2% | -6.8% | +21.1% | +14.0% |
| 3Y | +79.9% | +40.9% | +38.9% | +51.3% |
| 5Y | +175.7% | +27.5% | +148.2% | +137.7% |
| 10Y | +693.2% | +381.4% | +311.8% | +311.8% |
| All | +9,305.6% | +7,284.8% | +2,020.8% | +1,756.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling