+55.0%
EWZ vs MTB
+101.8%
-46.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +6.5% | +1.7% | +4.8% | +6.0% |
| 30D | +4.8% | -4.2% | +9.0% | +6.0% |
| 3M | +9.9% | +8.9% | +1.0% | +7.2% |
| 6M | +1.9% | +10.9% | -8.9% | -1.1% |
| YTD | +20.3% | +21.5% | -1.2% | +13.8% |
| 1Y | +35.6% | +21.9% | +13.7% | +28.0% |
| 3Y | +43.4% | +109.2% | -65.8% | +15.0% |
| All | +55.0% | +101.8% | -46.8% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling