+308.8%
EWY vs MPC
+1,153.9%
-845.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.4% |
| 7D | +6.7% | +3.2% | +3.4% | +5.8% |
| 30D | +17.0% | +25.0% | -8.1% | +10.4% |
| 3M | +3.7% | +55.2% | -51.5% | -8.0% |
| 6M | +42.5% | +86.4% | -43.9% | +19.4% |
| YTD | +96.2% | +148.5% | -52.2% | +51.4% |
| 1Y | +160.4% | +121.7% | +38.7% | +106.8% |
| 3Y | +231.7% | +172.9% | +58.8% | +141.4% |
| 5Y | +153.3% | +679.9% | -526.7% | +31.0% |
| 10Y | +308.8% | +1,174.7% | -865.9% | +64.4% |
| All | +308.8% | +1,153.9% | -845.1% | +64.4% |
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