-29.2%
ETHA vs MKC
-25.8%
-3.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.7% |
| 7D | +2.9% | -4.3% | +7.2% | +2.9% |
| 30D | +31.4% | -3.1% | +34.5% | +31.3% |
| 3M | +48.9% | +6.8% | +42.1% | +48.8% |
| 6M | +20.9% | -18.3% | +39.2% | +21.8% |
| YTD | -17.2% | -23.1% | +5.9% | -16.6% |
| 1Y | -42.8% | -23.7% | -19.1% | -42.3% |
| All | -29.2% | -25.8% | -3.4% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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