-25.5%
ETHA vs MULL
+2,366.2%
-2,391.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.3% | +9.2% | +1.4% |
| 7D | -2.4% | +3.6% | -6.0% | -3.3% |
| 30D | +30.9% | +22.0% | +8.9% | +25.6% |
| 3M | +51.1% | -8.6% | +59.8% | +40.5% |
| 6M | +20.5% | +248.5% | -228.0% | -20.8% |
| YTD | -17.3% | +516.3% | -533.5% | -54.2% |
| 1Y | -43.2% | +2,036.6% | -2,079.9% | -77.7% |
| All | -25.5% | +2,366.2% | -2,391.7% | -74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling