+63.9%
MMM vs ETHA
-30.1%
+94.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.1% | -1.8% |
| 7D | -2.6% | +2.9% | -5.5% | -2.9% |
| 30D | -9.3% | +31.4% | -40.7% | -12.0% |
| 3M | +5.6% | +48.9% | -43.3% | +0.9% |
| 6M | +9.5% | +20.9% | -11.4% | +6.7% |
| YTD | +4.1% | -17.2% | +21.3% | +5.5% |
| 1Y | +9.4% | -42.8% | +52.2% | +15.1% |
| All | +63.9% | -30.1% | +94.1% | +61.4% |
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 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