+29.6%
EWZ vs MULL
+1,230.7%
-1,201.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.2% | +6.6% | +1.6% |
| 7D | +0.8% | +24.5% | -23.8% | -0.5% |
| 30D | -24.4% | -35.5% | +11.1% | -23.4% |
| 3M | -4.6% | -44.8% | +40.2% | -3.1% |
| 6M | -11.6% | -45.5% | +33.9% | -13.5% |
| YTD | +2.4% | +232.5% | -230.2% | -13.9% |
| 1Y | +2.1% | +343.3% | -341.2% | -16.5% |
| All | +29.6% | +1,230.7% | -1,201.1% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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