+1,244.2%
EWY vs MTB
+1,074.1%
+170.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.8% |
| 7D | +8.0% | +2.8% | +5.3% | +6.9% |
| 30D | +14.3% | -4.2% | +18.5% | +16.1% |
| 3M | +2.3% | +7.8% | -5.5% | -1.3% |
| 6M | +49.9% | +14.8% | +35.0% | +40.9% |
| YTD | +95.3% | +20.8% | +74.6% | +79.7% |
| 1Y | +161.7% | +23.1% | +138.6% | +138.2% |
| 3Y | +230.2% | +114.8% | +115.3% | +133.1% |
| 5Y | +148.1% | +103.3% | +44.9% | +71.3% |
| 10Y | +293.2% | +173.0% | +120.2% | +114.4% |
| All | +1,244.2% | +1,074.1% | +170.1% | +332.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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