+32.4%
MDB vs ETHA
-42.9%
+75.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +1.2% |
| 7D | +11.6% | -10.3% | +21.9% | +14.2% |
| 30D | -8.9% | -19.7% | +10.7% | -4.2% |
| 3M | -22.4% | +7.2% | -29.6% | -23.9% |
| 6M | +10.1% | -11.9% | +22.0% | +12.0% |
| YTD | -19.0% | -32.3% | +13.3% | -14.0% |
| 1Y | -7.0% | -41.1% | +34.1% | +1.3% |
| All | +32.4% | -42.9% | +75.4% | +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 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