+134.8%
EWY vs MP
+114.3%
+20.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.9% | -0.9% | +3.2% |
| 7D | -10.4% | -10.5% | +0.1% | -8.7% |
| 30D | -25.4% | -23.5% | -1.9% | -22.1% |
| 3M | -16.5% | -25.4% | +8.9% | -12.7% |
| 6M | -24.7% | -51.3% | +26.5% | -16.9% |
| YTD | +40.9% | -29.9% | +70.8% | +49.5% |
| 1Y | +49.8% | -31.8% | +81.6% | +58.8% |
| 3Y | +134.8% | +127.0% | +7.8% | +103.8% |
| All | +134.8% | +114.3% | +20.5% | +103.8% |
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