+64.2%
EWZ vs MCO
+451.2%
-387.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.2% |
| 7D | +0.1% | -1.7% | +1.8% | +0.9% |
| 30D | -25.9% | +9.1% | -35.0% | -29.3% |
| 3M | -6.1% | +6.2% | -12.4% | -9.5% |
| 6M | -16.1% | +12.6% | -28.7% | -22.0% |
| YTD | +1.0% | -0.2% | +1.2% | -1.4% |
| 1Y | 0.0% | +4.1% | -4.1% | -4.8% |
| 3Y | +16.8% | +50.6% | -33.8% | -12.5% |
| 5Y | +52.1% | +36.2% | +15.8% | +17.9% |
| All | +64.2% | +451.2% | -387.0% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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