+432.5%
EWZ vs MTB
+882.7%
-450.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +6.5% | +1.7% | +4.8% | +5.7% |
| 30D | +4.8% | -4.2% | +9.0% | +6.8% |
| 3M | +9.9% | +8.9% | +1.0% | +5.4% |
| 6M | +1.9% | +10.9% | -8.9% | -3.1% |
| YTD | +20.3% | +21.5% | -1.2% | +9.4% |
| 1Y | +35.6% | +21.9% | +13.7% | +22.8% |
| 3Y | +43.4% | +109.2% | -65.8% | -2.8% |
| 5Y | +55.9% | +102.0% | -46.0% | +1.5% |
| 10Y | +84.2% | +171.9% | -87.8% | -3.9% |
| All | +432.5% | +882.7% | -450.2% | +66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling