+23.6%
MRK vs ETHA
-27.9%
+51.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.8% | -0.6% |
| 7D | -4.3% | +3.5% | -7.7% | -4.3% |
| 30D | +8.3% | +35.3% | -27.0% | +8.0% |
| 3M | +20.0% | +50.9% | -30.8% | +19.6% |
| 6M | +25.7% | +22.1% | +3.6% | +25.5% |
| YTD | +38.7% | -14.6% | +53.3% | +39.0% |
| 1Y | +74.7% | -42.8% | +117.5% | +75.8% |
| All | +23.6% | -27.9% | +51.6% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling