+55.0%
EWZ vs MDB
-28.4%
+83.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.4% |
| 7D | +6.5% | -17.4% | +23.9% | +7.9% |
| 30D | +4.8% | -2.0% | +6.9% | +4.6% |
| 3M | +9.9% | -3.0% | +12.9% | +9.5% |
| 6M | +1.9% | +48.7% | -46.7% | -2.6% |
| YTD | +20.3% | -12.1% | +32.4% | +19.7% |
| 1Y | +35.6% | +14.5% | +21.1% | +31.5% |
| 3Y | +43.4% | -6.1% | +49.6% | +36.6% |
| All | +55.0% | -28.4% | +83.4% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling