+2.1%
EWZ vs MDB
-7.1%
+9.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.4% |
| 7D | +0.8% | +6.8% | -6.1% | +0.6% |
| 30D | -24.4% | -6.2% | -18.2% | -24.4% |
| 3M | -4.6% | -29.2% | +24.6% | -4.0% |
| 6M | -11.6% | +10.3% | -21.9% | -12.9% |
| YTD | +2.4% | -20.4% | +22.8% | +2.1% |
| 1Y | +2.1% | -4.8% | +6.9% | +0.8% |
| All | +2.1% | -7.1% | +9.2% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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