+55.2%
EWY vs MPC
+113.7%
-58.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.8% |
| 7D | +4.2% | +11.2% | -7.0% | +4.8% |
| 30D | -10.7% | -14.5% | +3.8% | -12.8% |
| 3M | -20.1% | +16.7% | -36.7% | -19.0% |
| 6M | -24.3% | +67.6% | -91.9% | -19.2% |
| YTD | +46.9% | +157.9% | -111.1% | +45.3% |
| 1Y | +55.2% | +116.7% | -61.5% | +59.5% |
| All | +55.2% | +113.7% | -58.6% | +59.5% |
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 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