+19.0%
EWZ vs MDB
-9.9%
+28.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | +0.5% |
| 7D | -1.5% | -11.4% | +9.9% | -0.8% |
| 30D | -24.5% | -13.8% | -10.7% | -24.0% |
| 3M | -10.7% | -15.5% | +4.8% | -10.5% |
| 6M | -19.1% | +17.9% | -37.0% | -21.3% |
| YTD | +1.6% | -25.5% | +27.1% | +1.9% |
| 1Y | +4.3% | -12.1% | +16.4% | +2.9% |
| 3Y | +19.0% | -5.9% | +24.8% | +8.1% |
| All | +19.0% | -9.9% | +28.9% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling