+41.2%
MDB vs ETHA
-27.9%
+69.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.2% | -6.4% | -3.8% |
| 7D | -1.8% | +3.5% | -5.2% | -2.6% |
| 30D | -17.3% | +35.3% | -52.6% | -23.0% |
| 3M | +2.2% | +50.9% | -48.7% | -7.5% |
| 6M | +33.9% | +22.1% | +11.8% | +26.1% |
| YTD | -13.7% | -14.6% | +0.9% | -13.0% |
| 1Y | +9.1% | -42.8% | +51.9% | +18.1% |
| All | +41.2% | -27.9% | +69.1% | +29.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling