+43.7%
MDB vs ETHA
-30.3%
+74.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.5% | -3.5% |
| 7D | -17.4% | +0.8% | -18.3% | -17.5% |
| 30D | -2.0% | +27.9% | -29.9% | -7.6% |
| 3M | -3.0% | +38.3% | -41.3% | -10.5% |
| 6M | +48.7% | +14.0% | +34.7% | +42.1% |
| YTD | -12.1% | -17.4% | +5.3% | -10.7% |
| 1Y | +14.5% | -42.7% | +57.2% | +24.0% |
| All | +43.7% | -30.3% | +74.1% | +33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling