+55.4%
MPC vs ETHA
-8.8%
+64.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.5% | +9.1% | +4.0% |
| 7D | -9.4% | -5.3% | -4.1% | -9.8% |
| 30D | -14.3% | -14.2% | -0.2% | -15.6% |
| 3M | +31.1% | +10.7% | +20.4% | +32.0% |
| All | +55.4% | -8.8% | +64.2% | +56.4% |
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