-29.2%
ETHA vs MXL
+190.2%
-219.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.5% | -8.3% | -2.0% |
| 7D | +2.9% | +19.0% | -16.0% | -0.1% |
| 30D | +31.4% | +4.5% | +26.9% | +29.2% |
| 3M | +48.9% | -1.5% | +50.4% | +41.3% |
| 6M | +20.9% | +348.6% | -327.7% | -32.3% |
| YTD | -17.2% | +310.3% | -327.4% | -52.3% |
| 1Y | -42.8% | +344.7% | -387.5% | -68.3% |
| All | -29.2% | +190.2% | -219.4% | -61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling