+3.8%
MDLZ vs ETHA
-43.9%
+47.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +1.7% | -2.4% | +4.1% | +1.6% |
| 30D | +1.1% | +30.9% | -29.8% | +1.6% |
| 3M | -1.8% | +51.1% | -53.0% | -1.2% |
| 6M | +12.3% | +20.5% | -8.2% | +13.0% |
| YTD | +18.0% | -17.3% | +35.3% | +19.6% |
| 1Y | +3.8% | -43.2% | +47.0% | +6.4% |
| All | +3.8% | -43.9% | +47.7% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling