+123.2%
MPC vs EWZ
+36.2%
+86.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.3% | +2.2% |
| 7D | +3.9% | +5.6% | -1.7% | +3.7% |
| 30D | +33.8% | +9.3% | +24.5% | +33.4% |
| 3M | +49.9% | +15.7% | +34.2% | +48.7% |
| 6M | +80.9% | +7.4% | +73.5% | +78.5% |
| YTD | +147.4% | +22.7% | +124.7% | +125.9% |
| 1Y | +123.2% | +36.4% | +86.8% | +88.0% |
| All | +123.2% | +36.2% | +86.9% | +88.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling