+153.3%
MP vs EWZ
+45.5%
+107.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +2.0% |
| 7D | -2.9% | +6.5% | -9.3% | -7.8% |
| 30D | +13.8% | +4.8% | +9.0% | +9.3% |
| 3M | -16.7% | +9.9% | -26.6% | -22.7% |
| 6M | -11.5% | +1.9% | -13.4% | -12.5% |
| YTD | +7.9% | +20.3% | -12.4% | -4.8% |
| 1Y | -15.0% | +35.6% | -50.7% | -32.0% |
| All | +153.3% | +45.5% | +107.8% | +91.9% |
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