+228.7%
MRVL vs ETHA
-30.3%
+259.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.6% | +9.7% | +7.9% |
| 7D | +3.2% | +0.8% | +2.4% | +2.8% |
| 30D | +5.9% | +27.9% | -22.0% | -2.5% |
| 3M | -29.3% | +38.3% | -67.6% | -36.5% |
| 6M | +186.5% | +14.0% | +172.5% | +170.4% |
| YTD | +163.4% | -17.4% | +180.9% | +171.5% |
| 1Y | +249.5% | -42.7% | +292.2% | +300.5% |
| All | +228.7% | -30.3% | +259.0% | +215.9% |
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