-29.3%
ETHA vs MTB
+48.2%
-77.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.4% |
| 7D | -2.4% | -0.4% | -2.0% | -2.1% |
| 30D | +30.9% | -4.6% | +35.5% | +35.2% |
| 3M | +51.1% | +7.4% | +43.7% | +40.2% |
| 6M | +20.5% | +18.7% | +1.8% | +1.3% |
| YTD | -17.3% | +21.1% | -38.3% | -32.4% |
| 1Y | -43.2% | +24.1% | -67.3% | -54.8% |
| All | -29.3% | +48.2% | -77.5% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 5y: compounded portfolio wealth divided by compounded MTB 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…
5y analysis · Full analysis span regression · 6 months rolling