+67.0%
EWZ vs MTB
+119.7%
-52.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +0.6% | -2.0% | +2.6% | +1.4% |
| 30D | -25.5% | +0.1% | -25.6% | -25.6% |
| 3M | -4.5% | -12.1% | +7.6% | +0.5% |
| 6M | -15.3% | +7.3% | -22.6% | -18.1% |
| YTD | +3.1% | +11.5% | -8.5% | -2.1% |
| 1Y | +1.2% | +21.3% | -20.1% | -7.3% |
| 3Y | +19.3% | +104.1% | -84.9% | -15.8% |
| 5Y | +52.3% | +61.8% | -9.6% | +13.3% |
| 10Y | +67.0% | +115.4% | -48.4% | +19.3% |
| All | +67.0% | +119.7% | -52.7% | +19.3% |
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