-13.6%
MCHP vs ETHA
-30.1%
+16.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +0.3% | +2.9% | -2.6% | -0.5% |
| 30D | -9.8% | +31.4% | -41.2% | -16.2% |
| 3M | -19.7% | +48.9% | -68.6% | -27.9% |
| 6M | +13.6% | +20.9% | -7.3% | +6.6% |
| YTD | +16.5% | -17.2% | +33.7% | +19.2% |
| 1Y | +15.7% | -42.8% | +58.5% | +29.9% |
| All | -13.6% | -30.1% | +16.6% | -20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling