+432.5%
EWZ vs MCO
+5,639.4%
-5,206.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.3% |
| 7D | +6.5% | -4.2% | +10.7% | +8.5% |
| 30D | +4.8% | +2.2% | +2.7% | +3.6% |
| 3M | +9.9% | +10.1% | -0.2% | +4.2% |
| 6M | +1.9% | +5.3% | -3.3% | -1.5% |
| YTD | +20.3% | -2.7% | +23.0% | +19.5% |
| 1Y | +35.6% | -0.4% | +36.0% | +32.4% |
| 3Y | +43.4% | +49.0% | -5.6% | +12.8% |
| 5Y | +55.9% | +33.6% | +22.3% | +25.0% |
| 10Y | +84.2% | +395.3% | -311.2% | -21.7% |
| All | +432.5% | +5,639.4% | -5,206.9% | -10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling