+5.3%
MCD vs ETHA
-30.1%
+35.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | -2.9% | +2.9% | -5.8% | -2.9% |
| 30D | -6.7% | +31.4% | -38.1% | -6.8% |
| 3M | -9.6% | +48.9% | -58.4% | -9.7% |
| 6M | -22.3% | +20.9% | -43.2% | -22.3% |
| YTD | -15.4% | -17.2% | +1.7% | -15.3% |
| 1Y | -16.8% | -42.8% | +26.0% | -16.4% |
| All | +5.3% | -30.1% | +35.5% | +6.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling