+23.5%
MDT vs ETHA
-30.1%
+53.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.5% |
| 7D | -0.3% | +2.9% | -3.3% | -0.4% |
| 30D | +2.8% | +31.4% | -28.6% | +1.5% |
| 3M | +13.1% | +48.9% | -35.8% | +11.0% |
| 6M | +2.3% | +20.9% | -18.5% | +1.2% |
| YTD | -2.7% | -17.2% | +14.5% | -2.1% |
| 1Y | +0.9% | -42.8% | +43.6% | +3.2% |
| All | +23.5% | -30.1% | +53.6% | +22.6% |
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