+26.6%
MMM vs ETHA
-14.7%
+41.2%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.4% | -0.8% |
| 7D | -0.4% | -12.5% | +12.1% | +0.2% |
| 30D | +12.1% | -19.8% | +31.9% | +13.0% |
| 3M | +1.4% | +3.1% | -1.7% | +3.1% |
| 6M | +26.6% | -13.8% | +40.4% | +27.4% |
| All | +26.6% | -14.7% | +41.2% | +27.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling