+50.3%
EWZ vs MTB
+136.2%
-85.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.3% | +1.0% |
| 7D | +1.4% | -0.8% | +2.2% | +1.7% |
| 30D | -25.1% | +2.4% | -27.5% | -25.9% |
| 3M | -7.7% | -10.5% | +2.8% | -3.6% |
| 6M | -15.8% | +6.4% | -22.3% | -18.3% |
| YTD | +3.6% | +12.8% | -9.2% | -2.0% |
| 1Y | +5.5% | +23.3% | -17.8% | -4.0% |
| 3Y | +22.1% | +108.2% | -86.1% | -14.3% |
| 5Y | +58.3% | +68.6% | -10.2% | +15.7% |
| 10Y | +50.3% | +125.3% | -75.0% | +16.5% |
| All | +50.3% | +136.2% | -85.9% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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