+137.6%
MPC vs ETHA
-36.9%
+174.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.2% |
| 7D | -16.2% | -0.2% | -16.0% | -16.2% |
| 30D | -15.7% | -13.4% | -2.3% | -15.0% |
| 3M | +24.9% | +16.5% | +8.4% | +23.0% |
| 6M | +52.7% | -5.3% | +58.0% | +52.5% |
| YTD | +131.9% | -25.2% | +157.1% | +135.0% |
| 1Y | +96.6% | -32.9% | +129.5% | +100.9% |
| All | +137.6% | -36.9% | +174.5% | +125.6% |
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