+19.5%
EWZ vs MCO
+54.0%
-34.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | +0.6% | -2.5% | +3.1% | +1.1% |
| 30D | -25.5% | +9.4% | -34.9% | -27.0% |
| 3M | -4.5% | +8.3% | -12.8% | -6.4% |
| 6M | -15.3% | +15.4% | -30.6% | -18.4% |
| YTD | +3.1% | +1.5% | +1.6% | +2.1% |
| 1Y | +1.2% | +5.4% | -4.1% | -1.0% |
| All | +19.5% | +54.0% | -34.4% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling