+52.0%
MCK vs ETHA
-27.9%
+79.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.2% | +0.2% |
| 7D | -2.9% | +3.5% | -6.4% | -2.8% |
| 30D | +0.4% | +35.3% | -34.9% | +1.9% |
| 3M | +12.1% | +50.9% | -38.8% | +14.3% |
| 6M | -5.4% | +22.1% | -27.6% | -4.2% |
| YTD | +7.8% | -14.6% | +22.4% | +8.7% |
| 1Y | +22.9% | -42.8% | +65.7% | +23.2% |
| All | +52.0% | -27.9% | +79.9% | +46.1% |
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