+1.2%
EWZ vs MULL
+338.1%
-336.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +24.0% | -23.1% | +0.1% |
| 7D | +0.6% | -2.5% | +3.1% | +0.3% |
| 30D | -25.5% | -40.1% | +14.6% | -24.6% |
| 3M | -4.5% | -28.2% | +23.7% | -4.6% |
| 6M | -15.3% | -39.6% | +24.3% | -17.3% |
| YTD | +3.1% | +262.6% | -259.6% | -9.3% |
| 1Y | +1.2% | +366.2% | -365.0% | -11.7% |
| All | +1.2% | +338.1% | -336.9% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling