+58.1%
MP vs EWZ
+54.7%
+3.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.9% |
| 7D | -2.9% | +6.5% | -9.3% | -7.4% |
| 30D | +13.8% | +4.8% | +9.0% | +9.7% |
| 3M | -16.7% | +9.9% | -26.6% | -22.2% |
| 6M | -11.5% | +1.9% | -13.4% | -12.3% |
| YTD | +7.9% | +20.3% | -12.4% | -4.4% |
| 1Y | -15.0% | +35.6% | -50.7% | -31.4% |
| 3Y | +153.5% | +43.4% | +110.1% | +95.4% |
| All | +58.1% | +54.7% | +3.4% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling