+6.3%
MCD vs ETHA
-29.6%
+35.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | 0.0% |
| 7D | -2.0% | +2.7% | -4.7% | -2.0% |
| 30D | -6.1% | +29.4% | -35.5% | -6.2% |
| 3M | -7.3% | +47.2% | -54.4% | -7.4% |
| 6M | -20.9% | +25.4% | -46.3% | -21.0% |
| YTD | -14.7% | -16.5% | +1.9% | -14.5% |
| 1Y | -16.1% | -42.3% | +26.2% | -15.7% |
| All | +6.3% | -29.6% | +35.9% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling