+153.5%
MPC vs ETHA
-29.6%
+183.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +2.2% |
| 7D | +3.9% | +2.7% | +1.2% | +3.6% |
| 30D | +33.8% | +29.4% | +4.4% | +31.1% |
| 3M | +49.9% | +47.2% | +2.7% | +45.1% |
| 6M | +80.9% | +25.4% | +55.6% | +76.5% |
| YTD | +147.4% | -16.5% | +164.0% | +149.5% |
| 1Y | +123.2% | -42.3% | +165.5% | +132.1% |
| All | +153.5% | -29.6% | +183.1% | +139.6% |
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 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