+36.4%
EWZ vs MTB
+23.0%
+13.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.2% |
| 7D | +5.6% | +2.8% | +2.8% | +4.6% |
| 30D | +9.3% | -4.2% | +13.4% | +10.8% |
| 3M | +15.7% | +7.8% | +7.9% | +11.6% |
| 6M | +7.4% | +14.8% | -7.4% | +0.7% |
| YTD | +22.7% | +20.8% | +1.9% | +13.2% |
| 1Y | +36.4% | +23.1% | +13.3% | +24.4% |
| All | +36.4% | +23.0% | +13.4% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling