+3,101.0%
MPC vs EWZ
+3.1%
+3,097.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.7% |
| 7D | +5.4% | +6.5% | -1.1% | +2.2% |
| 30D | +31.0% | +4.8% | +26.1% | +27.6% |
| 3M | +46.0% | +9.9% | +36.1% | +38.7% |
| 6M | +77.3% | +1.9% | +75.4% | +72.9% |
| YTD | +141.9% | +20.3% | +121.6% | +116.2% |
| 1Y | +120.9% | +35.6% | +85.3% | +85.4% |
| 3Y | +182.7% | +43.4% | +139.2% | +125.8% |
| 5Y | +646.4% | +55.9% | +590.5% | +450.3% |
| 10Y | +1,138.7% | +84.2% | +1,054.6% | +687.9% |
| All | +3,101.0% | +3.1% | +3,097.9% | +2,841.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling