+147.9%
MPC vs ETHA
-30.3%
+178.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.5% |
| 7D | +5.4% | +0.8% | +4.6% | +5.4% |
| 30D | +31.0% | +27.9% | +3.1% | +28.5% |
| 3M | +46.0% | +38.3% | +7.7% | +42.0% |
| 6M | +77.3% | +14.0% | +63.3% | +74.5% |
| YTD | +141.9% | -17.4% | +159.3% | +144.1% |
| 1Y | +120.9% | -42.7% | +163.6% | +129.7% |
| All | +147.9% | -30.3% | +178.2% | +134.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling