-27.0%
ETHA vs MXL
+202.6%
-229.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.5% | -4.3% | +2.0% |
| 7D | +3.5% | +18.9% | -15.4% | +0.5% |
| 30D | +35.3% | +0.3% | +35.0% | +34.1% |
| 3M | +50.9% | -8.0% | +58.9% | +45.5% |
| 6M | +22.1% | +341.2% | -319.1% | -30.6% |
| YTD | -14.6% | +327.8% | -342.4% | -51.1% |
| 1Y | -42.8% | +364.9% | -407.7% | -68.5% |
| All | -27.0% | +202.6% | -229.6% | -60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling