+1,134.0%
MPC vs EWZ
+83.4%
+1,050.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.3% | +1.3% |
| 7D | +3.9% | +5.6% | -1.7% | +1.0% |
| 30D | +33.8% | +9.3% | +24.5% | +27.5% |
| 3M | +49.9% | +15.7% | +34.2% | +38.4% |
| 6M | +80.9% | +7.4% | +73.5% | +71.5% |
| YTD | +147.4% | +22.7% | +124.7% | +117.6% |
| 1Y | +123.2% | +36.4% | +86.8% | +85.0% |
| 3Y | +171.7% | +50.4% | +121.3% | +108.8% |
| 5Y | +678.6% | +67.6% | +610.9% | +439.0% |
| 10Y | +1,134.0% | +84.1% | +1,050.0% | +657.2% |
| All | +1,134.0% | +83.4% | +1,050.6% | +657.2% |
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