+1,106.2%
MPC vs EWZ
+45.3%
+1,060.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.0% | +2.6% | +3.7% |
| 7D | -9.4% | +1.4% | -10.8% | -10.0% |
| 30D | -14.3% | -25.1% | +10.8% | -3.5% |
| 3M | +31.1% | -7.7% | +38.8% | +31.8% |
| 6M | +60.3% | -15.8% | +76.1% | +68.0% |
| YTD | +142.5% | +3.6% | +138.9% | +124.9% |
| 1Y | +104.6% | +5.5% | +99.1% | +87.5% |
| 3Y | +191.7% | +22.1% | +169.6% | +142.2% |
| 5Y | +549.2% | +58.3% | +490.9% | +346.1% |
| 10Y | +1,106.2% | +50.3% | +1,056.0% | +718.2% |
| All | +1,106.2% | +45.3% | +1,060.9% | +718.2% |
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 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