+4,524.1%
MU vs EWZ
+66.3%
+4,457.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -0.6% |
| 7D | +21.6% | +0.1% | +21.6% | +21.7% |
| 30D | -16.2% | -25.9% | +9.6% | -4.9% |
| 3M | -12.4% | -6.1% | -6.2% | -12.5% |
| 6M | +4.2% | -16.1% | +20.3% | +10.3% |
| YTD | +180.0% | +1.0% | +179.0% | +172.0% |
| 1Y | +226.4% | 0.0% | +226.4% | +217.8% |
| 3Y | +969.7% | +16.8% | +952.9% | +862.3% |
| 5Y | +957.9% | +52.1% | +905.9% | +707.7% |
| All | +4,524.1% | +66.3% | +4,457.8% | +3,189.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling