+266.1%
EWY vs MP
+450.8%
-184.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.4% | +3.2% | +4.4% |
| 7D | +4.8% | -2.9% | +7.7% | +5.2% |
| 30D | +11.7% | +13.8% | -2.2% | +9.5% |
| 3M | -7.4% | -16.7% | +9.3% | -5.3% |
| 6M | +40.6% | -11.5% | +52.1% | +42.3% |
| YTD | +94.3% | +7.9% | +86.3% | +91.9% |
| 1Y | +164.3% | -15.0% | +179.3% | +164.3% |
| 3Y | +221.0% | +153.5% | +67.5% | +165.9% |
| 5Y | +139.1% | +58.7% | +80.5% | +105.5% |
| All | +266.1% | +450.8% | -184.7% | +191.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling