+27.5%
MCK vs ETHA
-33.0%
+60.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.3% | +7.5% | -0.3% |
| 7D | +9.3% | -3.8% | +13.1% | +9.0% |
| 30D | +16.3% | -16.6% | +32.9% | +14.6% |
| 3M | +22.3% | +16.9% | +5.5% | +24.7% |
| 6M | +34.1% | -5.5% | +39.6% | +34.9% |
| YTD | +31.1% | -24.6% | +55.6% | +33.3% |
| 1Y | +27.5% | -35.1% | +62.6% | +28.5% |
| All | +27.5% | -33.0% | +60.5% | +28.5% |
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 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