+182.1%
EWY vs MPC
+2,849.2%
-2,667.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.2% | +5.3% | +4.4% |
| 7D | -10.4% | -16.2% | +5.8% | -6.2% |
| 30D | -25.4% | -15.7% | -9.7% | -22.3% |
| 3M | -16.5% | +24.9% | -41.4% | -21.9% |
| 6M | -24.7% | +52.7% | -77.4% | -33.6% |
| YTD | +40.9% | +131.9% | -90.9% | +9.6% |
| 1Y | +49.8% | +96.6% | -46.8% | +21.8% |
| 3Y | +134.8% | +163.8% | -29.0% | +71.0% |
| 5Y | +91.4% | +533.1% | -441.7% | +5.2% |
| 10Y | +204.3% | +1,118.6% | -914.3% | +22.4% |
| All | +182.1% | +2,849.2% | -2,667.1% | -29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling