+22.2%
MDT vs ETHA
-27.9%
+50.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -4.0% | -0.8% |
| 7D | -3.4% | +3.5% | -6.9% | -3.5% |
| 30D | +0.2% | +35.3% | -35.1% | -1.1% |
| 3M | +14.3% | +50.9% | -36.6% | +12.1% |
| 6M | +4.0% | +22.1% | -18.1% | +2.9% |
| YTD | -3.7% | -14.6% | +10.9% | -3.2% |
| 1Y | -0.4% | -42.8% | +42.4% | +2.0% |
| All | +22.2% | -27.9% | +50.2% | +21.2% |
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