-9.3%
MCD vs ETHA
-43.4%
+34.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.6% |
| 7D | -1.6% | -12.5% | +10.9% | -1.7% |
| 30D | +14.1% | -19.8% | +33.9% | +14.0% |
| 3M | +0.6% | +3.1% | -2.5% | +0.9% |
| 6M | 0.0% | -13.8% | +13.8% | +0.1% |
| YTD | -9.3% | -34.6% | +25.3% | -9.7% |
| 1Y | -9.3% | -38.7% | +29.4% | -9.6% |
| All | -9.3% | -43.4% | +34.1% | -9.6% |
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