+64.5%
MMM vs ETHA
-27.9%
+92.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +1.0% |
| 7D | -2.1% | +3.5% | -5.6% | -2.5% |
| 30D | -9.8% | +35.3% | -45.2% | -12.8% |
| 3M | +4.9% | +50.9% | -45.9% | +0.2% |
| 6M | +7.3% | +22.1% | -14.8% | +4.5% |
| YTD | +4.5% | -14.6% | +19.1% | +5.6% |
| 1Y | +5.4% | -42.8% | +48.1% | +10.9% |
| All | +64.5% | -27.9% | +92.4% | +61.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling