+101.9%
MPC vs EWZ
+4.4%
+97.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.0% | +2.6% | +4.7% |
| 7D | -9.4% | +1.4% | -10.8% | -9.3% |
| 30D | -14.3% | -25.1% | +10.8% | -15.1% |
| 3M | +31.1% | -7.7% | +38.8% | +30.1% |
| 6M | +60.3% | -15.8% | +76.1% | +59.8% |
| YTD | +142.5% | +3.6% | +138.9% | +123.6% |
| All | +101.9% | +4.4% | +97.4% | +86.3% |
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