+219.4%
EWY vs MPC
+1,165.8%
-946.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.6% | -0.9% | +2.6% |
| 7D | -6.3% | -9.4% | +3.1% | -3.9% |
| 30D | -19.8% | -14.3% | -5.5% | -16.9% |
| 3M | -14.4% | +31.1% | -45.5% | -20.8% |
| 6M | -25.3% | +60.3% | -85.6% | -34.8% |
| YTD | +46.2% | +142.5% | -96.4% | +12.6% |
| 1Y | +58.3% | +104.6% | -46.3% | +27.7% |
| 3Y | +155.0% | +191.7% | -36.7% | +80.6% |
| 5Y | +99.5% | +549.2% | -449.7% | +8.0% |
| 10Y | +219.4% | +1,106.2% | -886.8% | +28.5% |
| All | +219.4% | +1,165.8% | -946.4% | +28.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling