-29.2%
ETHA vs MLM
-10.1%
-19.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.0% | +0.3% |
| 7D | +2.9% | -2.7% | +5.7% | +4.5% |
| 30D | +31.4% | -8.3% | +39.7% | +38.0% |
| 3M | +48.9% | -12.0% | +60.8% | +58.6% |
| 6M | +20.9% | -17.6% | +38.5% | +34.3% |
| YTD | -17.2% | -18.9% | +1.7% | -8.8% |
| 1Y | -42.8% | -17.6% | -25.1% | -38.4% |
| All | -29.2% | -10.1% | -19.1% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling