+39.7%
MDB vs ETHA
-30.1%
+69.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | -4.5% | +2.9% | -7.5% | -5.2% |
| 30D | -14.0% | +31.4% | -45.4% | -19.4% |
| 3M | +5.3% | +48.9% | -43.6% | -4.4% |
| 6M | +31.9% | +20.9% | +11.0% | +24.6% |
| YTD | -14.6% | -17.2% | +2.6% | -13.3% |
| 1Y | +8.2% | -42.8% | +51.0% | +17.3% |
| All | +39.7% | -30.1% | +69.8% | +29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling