+50.3%
EWZ vs MDY
+180.7%
-130.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.2% | -1.2% | -0.9% |
| 7D | +1.4% | +0.7% | +0.7% | +0.7% |
| 30D | -25.1% | +1.3% | -26.4% | -26.2% |
| 3M | -7.7% | -4.1% | -3.6% | -4.6% |
| 6M | -15.8% | +1.0% | -16.8% | -17.0% |
| YTD | +3.6% | +13.3% | -9.7% | -7.8% |
| 1Y | +5.5% | +15.7% | -10.2% | -8.1% |
| 3Y | +22.1% | +59.6% | -37.4% | -23.7% |
| 5Y | +58.3% | +36.3% | +22.0% | +12.8% |
| 10Y | +50.3% | +173.6% | -123.4% | -47.0% |
| All | +50.3% | +180.7% | -130.5% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling