+911.7%
MU vs EWZ
+53.9%
+857.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.5% |
| 7D | -15.2% | +1.3% | -16.5% | -15.6% |
| 30D | -29.5% | -26.2% | -3.4% | -20.8% |
| 3M | -15.8% | -8.6% | -7.1% | -15.8% |
| 6M | -2.9% | -17.0% | +14.2% | +2.1% |
| YTD | +154.2% | +2.2% | +152.1% | +144.1% |
| 1Y | +186.6% | +2.7% | +183.9% | +173.4% |
| 3Y | +871.5% | +18.2% | +853.3% | +761.0% |
| 5Y | +911.7% | +56.0% | +855.7% | +777.7% |
| All | +911.7% | +53.9% | +857.7% | +777.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling