+229.5%
EWY vs MPC
+1,171.2%
-941.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | +4.2% | +11.2% | -7.0% | +1.5% |
| 30D | -10.7% | -14.5% | +3.8% | -7.3% |
| 3M | -20.1% | +16.7% | -36.7% | -23.7% |
| 6M | -24.3% | +67.6% | -91.9% | -34.6% |
| YTD | +46.9% | +157.9% | -111.1% | +11.5% |
| 1Y | +55.2% | +116.7% | -61.5% | +23.5% |
| 3Y | +157.0% | +199.8% | -42.8% | +81.1% |
| 5Y | +98.9% | +604.4% | -505.6% | +5.4% |
| All | +229.5% | +1,171.2% | -941.7% | +30.7% |
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 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