+236.9%
MU vs EWZ
+1.4%
+235.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.9% | +11.0% | +11.5% |
| 7D | +2.0% | +0.6% | +1.4% | +2.0% |
| 30D | -18.0% | -25.5% | +7.5% | -9.5% |
| 3M | -6.6% | -4.5% | -2.0% | -15.0% |
| 6M | +2.0% | -15.3% | +17.3% | +2.1% |
| YTD | +184.5% | +3.1% | +181.4% | +166.9% |
| 1Y | +236.9% | +1.2% | +235.7% | +216.9% |
| All | +236.9% | +1.4% | +235.5% | +216.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling