+1,341.2%
MU vs EWZ
+50.2%
+1,291.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -3.1% |
| 7D | +7.2% | +5.6% | +1.6% | +2.8% |
| 30D | +14.0% | +9.3% | +4.7% | +6.3% |
| 3M | +5.4% | +15.7% | -10.3% | -5.1% |
| 6M | +170.3% | +7.4% | +162.8% | +155.4% |
| YTD | +250.7% | +22.7% | +228.0% | +206.0% |
| 1Y | +662.1% | +36.4% | +625.7% | +515.3% |
| 3Y | +1,341.2% | +50.4% | +1,290.8% | +984.2% |
| All | +1,341.2% | +50.2% | +1,291.0% | +984.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling