+247.1%
MRVL vs ETHA
-27.9%
+275.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.2% | +0.8% | +3.0% |
| 7D | +5.6% | +3.5% | +2.2% | +4.4% |
| 30D | +8.8% | +35.3% | -26.5% | -1.8% |
| 3M | -15.9% | +50.9% | -66.7% | -26.9% |
| 6M | +161.3% | +22.1% | +139.1% | +141.9% |
| YTD | +178.2% | -14.6% | +192.8% | +183.6% |
| 1Y | +255.3% | -42.8% | +298.1% | +308.0% |
| All | +247.1% | -27.9% | +275.0% | +229.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling