-24.8%
ETHA vs MXL
+276.5%
-301.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -11.1% | +16.8% | +6.5% |
| 7D | +2.1% | -24.3% | +26.5% | +4.0% |
| 30D | -10.7% | -46.1% | +35.4% | -7.1% |
| 3M | +29.0% | -21.8% | +50.8% | +30.1% |
| 6M | +2.7% | -27.2% | +29.9% | +1.7% |
| YTD | -18.7% | +226.2% | -244.8% | -49.6% |
| 1Y | -24.8% | +297.0% | -321.8% | -60.0% |
| All | -24.8% | +276.5% | -301.3% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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