+163.8%
MPC vs EWZ
+19.2%
+144.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | -16.2% | -1.5% | -14.7% | -16.0% |
| 30D | -15.7% | -24.5% | +8.8% | -12.2% |
| 3M | +24.9% | -10.7% | +35.6% | +24.5% |
| 6M | +52.7% | -19.1% | +71.7% | +56.4% |
| YTD | +131.9% | +1.6% | +130.2% | +116.0% |
| 1Y | +96.6% | +4.3% | +92.3% | +80.9% |
| 3Y | +163.8% | +19.0% | +144.8% | +116.5% |
| All | +163.8% | +19.2% | +144.6% | +116.5% |
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