0.0%
EWZ vs MCO
+3.3%
-3.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -2.0% |
| 7D | +0.1% | -1.7% | +1.8% | +0.1% |
| 30D | -25.9% | +9.1% | -35.0% | -26.1% |
| 3M | -6.1% | +6.2% | -12.4% | -6.5% |
| 6M | -16.1% | +12.6% | -28.7% | -16.9% |
| YTD | +1.0% | -0.2% | +1.2% | -2.1% |
| 1Y | 0.0% | +4.1% | -4.1% | -1.3% |
| All | 0.0% | +3.3% | -3.4% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling