+26.7%
MRK vs ETHA
-30.1%
+56.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | -2.7% | +2.9% | -5.6% | -2.7% |
| 30D | +12.7% | +31.4% | -18.7% | +12.4% |
| 3M | +24.2% | +48.9% | -24.6% | +23.8% |
| 6M | +27.8% | +20.9% | +6.9% | +27.6% |
| YTD | +42.2% | -17.2% | +59.4% | +42.5% |
| 1Y | +80.2% | -42.8% | +123.0% | +81.4% |
| All | +26.7% | -30.1% | +56.8% | +27.9% |
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