+161.7%
EWY vs MPC
+124.8%
+37.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | +0.7% |
| 7D | +8.0% | +3.9% | +4.2% | +8.3% |
| 30D | +14.3% | +33.8% | -19.4% | +16.1% |
| 3M | +2.3% | +49.9% | -47.6% | +5.5% |
| 6M | +49.9% | +80.9% | -31.1% | +51.7% |
| YTD | +95.3% | +147.4% | -52.1% | +81.9% |
| 1Y | +161.7% | +123.2% | +38.5% | +161.4% |
| All | +161.7% | +124.8% | +37.0% | +161.4% |
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 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