+38.8%
MDB vs ETHA
-29.6%
+68.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.5% | -3.7% |
| 7D | -18.0% | +2.7% | -20.7% | -18.5% |
| 30D | -10.7% | +29.4% | -40.1% | -16.1% |
| 3M | +1.0% | +47.2% | -46.2% | -8.1% |
| 6M | +31.6% | +25.4% | +6.2% | +23.3% |
| YTD | -15.2% | -16.5% | +1.4% | -14.0% |
| 1Y | +10.1% | -42.3% | +52.4% | +19.1% |
| All | +38.8% | -29.6% | +68.4% | +28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling