+6,169.9%
MU vs EWZ
+86.7%
+6,083.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.1% | +3.5% |
| 7D | +7.5% | -0.1% | +7.6% | +7.4% |
| 30D | +19.4% | +8.2% | +11.2% | +14.5% |
| 3M | +9.8% | +13.3% | -3.5% | +3.4% |
| 6M | +164.1% | +3.6% | +160.6% | +159.3% |
| YTD | +260.3% | +21.0% | +239.3% | +229.9% |
| 1Y | +661.2% | +34.7% | +626.5% | +561.3% |
| 3Y | +1,380.8% | +48.3% | +1,332.6% | +1,120.9% |
| 5Y | +1,346.4% | +60.1% | +1,286.3% | +1,006.0% |
| 10Y | +6,169.9% | +92.6% | +6,077.4% | +4,134.9% |
| All | +6,169.9% | +86.7% | +6,083.2% | +4,134.9% |
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