+164.3%
EWY vs MPC
+120.1%
+44.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.6% |
| 7D | +4.8% | +5.4% | -0.6% | +5.2% |
| 30D | +11.7% | +31.0% | -19.3% | +13.2% |
| 3M | -7.4% | +46.0% | -53.4% | -4.7% |
| 6M | +40.6% | +77.3% | -36.8% | +42.0% |
| YTD | +94.3% | +141.9% | -47.6% | +80.6% |
| 1Y | +164.3% | +120.9% | +43.4% | +164.7% |
| All | +164.3% | +120.1% | +44.2% | +164.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 1y: compounded portfolio wealth divided by compounded MPC 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…
1y analysis · Full analysis span regression · 6 months rolling