+1,135.5%
MPC vs EWZ
+69.7%
+1,065.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.5% | +3.0% |
| 7D | +2.6% | +0.6% | +2.0% | +2.3% |
| 30D | -12.2% | -25.5% | +13.3% | -0.8% |
| 3M | +20.1% | -4.5% | +24.6% | +18.8% |
| 6M | +60.6% | -15.3% | +75.9% | +67.8% |
| YTD | +150.6% | +3.1% | +147.5% | +132.8% |
| 1Y | +104.7% | +1.2% | +103.4% | +91.6% |
| 3Y | +194.5% | +19.3% | +175.2% | +147.2% |
| 5Y | +582.3% | +52.3% | +530.0% | +378.0% |
| All | +1,135.5% | +69.7% | +1,065.8% | +697.5% |
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