+56.0%
EWZ vs MDB
-41.6%
+97.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.5% |
| 7D | +1.3% | -1.0% | +2.3% | +1.4% |
| 30D | -26.2% | -14.0% | -12.2% | -25.5% |
| 3M | -8.6% | -20.3% | +11.7% | -7.7% |
| 6M | -17.0% | +10.9% | -27.9% | -18.9% |
| YTD | +2.2% | -20.9% | +23.1% | +2.0% |
| 1Y | +2.7% | -11.2% | +13.9% | +1.3% |
| 3Y | +18.2% | -11.9% | +30.1% | +12.7% |
| 5Y | +56.0% | -40.2% | +96.2% | +50.7% |
| All | +56.0% | -41.6% | +97.6% | +50.7% |
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