+642.2%
MPC vs EWZ
+54.7%
+587.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +5.4% | +6.5% | -1.1% | +3.2% |
| 30D | +31.0% | +4.8% | +26.1% | +28.7% |
| 3M | +46.0% | +9.9% | +36.1% | +40.9% |
| 6M | +77.3% | +1.9% | +75.4% | +74.4% |
| YTD | +141.9% | +20.3% | +121.6% | +121.9% |
| 1Y | +120.9% | +35.6% | +85.3% | +92.8% |
| 3Y | +182.7% | +43.4% | +139.2% | +137.0% |
| All | +642.2% | +54.7% | +587.5% | +491.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling