-24.9%
ETHA vs MULL
+2,481.0%
-2,505.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +1.6% |
| 7D | +2.7% | +14.0% | -11.3% | +0.4% |
| 30D | +29.4% | +24.8% | +4.6% | +23.9% |
| 3M | +47.2% | -16.1% | +63.3% | +39.3% |
| 6M | +25.4% | +330.9% | -305.5% | -21.1% |
| YTD | -16.5% | +545.0% | -561.5% | -54.1% |
| 1Y | -42.3% | +2,427.1% | -2,469.5% | -78.2% |
| All | -24.9% | +2,481.0% | -2,505.9% | -74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling