+159.3%
MP vs EWZ
+19.5%
+139.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +2.6% |
| 7D | +9.5% | +0.8% | +8.7% | +9.0% |
| 30D | -3.0% | -24.4% | +21.4% | +12.8% |
| 3M | -30.4% | -4.6% | -25.8% | -32.7% |
| 6M | -39.2% | -11.6% | -27.6% | -37.7% |
| YTD | -23.3% | +2.4% | -25.7% | -28.1% |
| 1Y | -32.6% | +2.1% | -34.7% | -37.0% |
| 3Y | +159.3% | +18.7% | +140.6% | +114.2% |
| All | +159.3% | +19.5% | +139.8% | +114.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling