+10.3%
MDB vs ETHA
-14.7%
+25.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -0.8% |
| 7D | +6.8% | -12.5% | +19.4% | +10.5% |
| 30D | -6.2% | -19.8% | +13.6% | -0.4% |
| 3M | -29.2% | +3.1% | -32.4% | -29.2% |
| 6M | +10.3% | -13.8% | +24.1% | +15.4% |
| All | +10.3% | -14.7% | +25.0% | +15.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling