+17.0%
MCD vs ETHA
-39.8%
+56.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.5% | +6.3% | +1.8% |
| 7D | +5.9% | -5.3% | +11.2% | +6.0% |
| 30D | +19.6% | -14.2% | +33.8% | +19.7% |
| 3M | +3.3% | +10.7% | -7.4% | +3.3% |
| 6M | +3.5% | -8.4% | +11.8% | +3.6% |
| YTD | -6.1% | -28.6% | +22.5% | -5.9% |
| 1Y | -3.7% | -38.8% | +35.2% | -3.3% |
| All | +17.0% | -39.8% | +56.7% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling