+67.6%
EWZ vs MTCH
-73.0%
+140.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +2.2% |
| 7D | +5.6% | -1.8% | +7.4% | +5.8% |
| 30D | +9.3% | +10.4% | -1.2% | +7.7% |
| 3M | +15.7% | +21.0% | -5.3% | +12.4% |
| 6M | +7.4% | +36.6% | -29.2% | +2.5% |
| YTD | +22.7% | +29.7% | -7.0% | +17.7% |
| 1Y | +36.4% | +8.6% | +27.8% | +34.0% |
| 3Y | +50.4% | -2.7% | +53.1% | +47.0% |
| 5Y | +67.6% | -72.9% | +140.6% | +85.0% |
| All | +67.6% | -73.0% | +140.6% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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