-7.0%
MDB vs ETHA
-43.8%
+36.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +1.4% |
| 7D | +11.6% | -10.3% | +21.9% | +14.7% |
| 30D | -8.9% | -19.7% | +10.7% | -3.3% |
| 3M | -22.4% | +7.2% | -29.6% | -24.2% |
| 6M | +10.1% | -11.9% | +22.0% | +12.0% |
| YTD | -19.0% | -32.3% | +13.3% | -12.2% |
| 1Y | -7.0% | -41.1% | +34.1% | +8.0% |
| All | -7.0% | -43.8% | +36.8% | +8.0% |
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