+148.5%
MPC vs ETHA
-39.8%
+188.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.5% | +9.1% | +4.9% |
| 7D | -9.4% | -5.3% | -4.1% | -9.2% |
| 30D | -14.3% | -14.2% | -0.2% | -13.6% |
| 3M | +31.1% | +10.7% | +20.4% | +29.5% |
| 6M | +60.3% | -8.4% | +68.6% | +60.3% |
| YTD | +142.5% | -28.6% | +171.1% | +146.4% |
| 1Y | +104.6% | -38.8% | +143.4% | +110.6% |
| All | +148.5% | -39.8% | +188.2% | +136.6% |
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 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