-3.9%
MCD vs ETHA
-31.0%
+27.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.7% | +0.8% | +6.5% |
| 7D | +11.9% | +2.1% | +9.7% | +11.8% |
| 30D | +20.2% | -10.7% | +30.9% | +20.1% |
| 3M | +5.2% | +29.0% | -23.8% | +5.4% |
| 6M | 0.0% | +2.7% | -2.7% | +0.1% |
| YTD | -6.5% | -18.7% | +12.1% | -6.5% |
| 1Y | -3.9% | -24.8% | +20.9% | -3.7% |
| All | -3.9% | -31.0% | +27.1% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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