+254.1%
MP vs EWZ
+59.2%
+194.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.3% | +4.5% |
| 7D | -10.5% | -1.5% | -9.0% | -9.6% |
| 30D | -23.5% | -24.5% | +1.0% | -10.5% |
| 3M | -25.4% | -10.7% | -14.7% | -22.9% |
| 6M | -51.3% | -19.1% | -32.2% | -46.0% |
| YTD | -29.9% | +1.6% | -31.5% | -32.8% |
| 1Y | -31.8% | +4.3% | -36.1% | -35.9% |
| 3Y | +127.0% | +19.0% | +108.0% | +93.3% |
| 5Y | -3.3% | +57.7% | -61.0% | -31.9% |
| All | +254.1% | +59.2% | +194.9% | +153.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling