+199.8%
MPC vs EWZ
+19.5%
+180.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -0.9% | +0.2% |
| 7D | +11.2% | +0.8% | +10.5% | +11.1% |
| 30D | -14.5% | -24.4% | +9.9% | -10.9% |
| 3M | +16.7% | -4.6% | +21.3% | +14.4% |
| 6M | +67.6% | -11.6% | +79.1% | +67.2% |
| YTD | +157.9% | +2.4% | +155.5% | +140.1% |
| 1Y | +116.7% | +2.1% | +114.6% | +101.4% |
| 3Y | +199.8% | +18.7% | +181.0% | +147.6% |
| All | +199.8% | +19.5% | +180.3% | +147.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling