+157.0%
EWY vs MP
+161.0%
-4.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.3% | -2.4% |
| 7D | +4.2% | +9.5% | -5.2% | +2.6% |
| 30D | -10.7% | -3.0% | -7.7% | -10.2% |
| 3M | -20.1% | -30.4% | +10.3% | -15.5% |
| 6M | -24.3% | -39.2% | +14.9% | -18.9% |
| YTD | +46.9% | -23.3% | +70.1% | +53.4% |
| 1Y | +55.2% | -32.6% | +87.8% | +63.4% |
| 3Y | +157.0% | +159.3% | -2.3% | +119.0% |
| All | +157.0% | +161.0% | -4.1% | +119.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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