+23.0%
MMM vs ETHA
-31.0%
+54.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +5.7% | +3.8% | +9.1% |
| 7D | +12.2% | +2.1% | +10.1% | +12.0% |
| 30D | +18.8% | -10.7% | +29.5% | +19.5% |
| 3M | +7.4% | +29.0% | -21.6% | +5.5% |
| 6M | +38.3% | +2.7% | +35.6% | +38.4% |
| YTD | +22.9% | -18.7% | +41.5% | +26.2% |
| 1Y | +23.0% | -24.8% | +47.9% | +26.8% |
| All | +23.0% | -31.0% | +54.0% | +26.8% |
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