-24.8%
ETHA vs MULL
+444.9%
-469.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -13.8% | +19.5% | +7.2% |
| 7D | +2.1% | -35.9% | +38.0% | +6.8% |
| 30D | -10.7% | -47.3% | +36.7% | -5.0% |
| 3M | +29.0% | -30.6% | +59.5% | +31.9% |
| 6M | +2.7% | +13.7% | -11.0% | -11.1% |
| YTD | -18.7% | +272.1% | -290.8% | -44.9% |
| 1Y | -24.8% | +475.1% | -499.9% | -54.3% |
| All | -24.8% | +444.9% | -469.7% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling