+453.7%
MP vs EWZ
+92.2%
+361.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.4% | +0.2% |
| 7D | +3.0% | +5.6% | -2.5% | -0.8% |
| 30D | +8.3% | +9.3% | -0.9% | +1.8% |
| 3M | -3.8% | +15.7% | -19.5% | -13.1% |
| 6M | -4.9% | +7.4% | -12.3% | -9.0% |
| YTD | +9.6% | +22.7% | -13.1% | -3.7% |
| 1Y | -11.7% | +36.4% | -48.1% | -28.2% |
| 3Y | +158.5% | +50.4% | +108.1% | +96.0% |
| 5Y | +68.9% | +67.6% | +1.3% | +17.1% |
| All | +453.7% | +92.2% | +361.5% | +262.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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