-28.7%
ETHA vs MTB
+47.8%
-76.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.5% |
| 7D | +2.7% | +2.8% | -0.1% | +0.6% |
| 30D | +29.4% | -4.2% | +33.6% | +33.1% |
| 3M | +47.2% | +7.8% | +39.4% | +36.0% |
| 6M | +25.4% | +14.8% | +10.6% | +8.5% |
| YTD | -16.5% | +20.8% | -37.3% | -31.7% |
| 1Y | -42.3% | +23.1% | -65.4% | -53.8% |
| All | -28.7% | +47.8% | -76.5% | -54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling