-29.4%
ETHA vs MLM
-8.0%
-21.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.8% | -3.3% |
| 7D | +0.8% | -2.9% | +3.7% | +2.5% |
| 30D | +27.9% | -6.8% | +34.7% | +33.1% |
| 3M | +38.3% | -11.2% | +49.5% | +46.5% |
| 6M | +14.0% | -21.8% | +35.8% | +32.3% |
| YTD | -17.4% | -17.0% | -0.5% | -10.3% |
| 1Y | -42.7% | -16.4% | -26.3% | -38.7% |
| All | -29.4% | -8.0% | -21.4% | -33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling