+89.4%
EWZ vs MCO
+393.6%
-304.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.8% |
| 7D | +0.9% | -3.8% | +4.6% | +2.7% |
| 30D | +12.8% | -0.4% | +13.2% | +12.7% |
| 3M | +10.8% | +7.7% | +3.0% | +5.8% |
| 6M | +2.5% | +7.0% | -4.5% | -2.1% |
| YTD | +21.4% | -6.4% | +27.8% | +22.8% |
| 1Y | +32.8% | -7.6% | +40.4% | +34.5% |
| 3Y | +45.2% | +43.2% | +2.0% | +11.6% |
| 5Y | +63.0% | +29.6% | +33.4% | +28.9% |
| All | +89.4% | +393.6% | -304.2% | -32.5% |
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