-28.7%
ETHA vs MDY
+26.5%
-55.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +2.2% |
| 7D | +2.7% | +1.0% | +1.7% | +0.9% |
| 30D | +29.4% | -3.1% | +32.5% | +36.2% |
| 3M | +47.2% | +1.8% | +45.3% | +41.4% |
| 6M | +25.4% | +10.8% | +14.6% | +3.4% |
| YTD | -16.5% | +14.4% | -31.0% | -34.5% |
| 1Y | -42.3% | +15.2% | -57.5% | -54.8% |
| All | -28.7% | +26.5% | -55.2% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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