+67.6%
EWZ vs MDY
+47.1%
+20.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.6% | +2.4% |
| 7D | +5.6% | +1.0% | +4.5% | +4.9% |
| 30D | +9.3% | -3.1% | +12.4% | +11.4% |
| 3M | +15.7% | +1.8% | +13.9% | +14.2% |
| 6M | +7.4% | +10.8% | -3.4% | +0.8% |
| YTD | +22.7% | +14.4% | +8.3% | +13.0% |
| 1Y | +36.4% | +15.2% | +21.2% | +25.0% |
| 3Y | +50.4% | +51.2% | -0.8% | +15.4% |
| 5Y | +67.6% | +47.2% | +20.4% | +29.2% |
| All | +67.6% | +47.1% | +20.5% | +29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling