+670.2%
MU vs EWZ
+355.2%
+314.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.3% |
| 7D | -15.2% | +1.3% | -16.5% | -15.7% |
| 30D | -29.5% | -26.2% | -3.4% | -18.4% |
| 3M | -15.8% | -8.6% | -7.1% | -14.3% |
| 6M | -2.9% | -17.0% | +14.2% | +4.5% |
| YTD | +154.2% | +2.2% | +152.1% | +144.9% |
| 1Y | +186.6% | +2.7% | +183.9% | +174.2% |
| 3Y | +871.5% | +18.2% | +853.3% | +757.5% |
| 5Y | +911.7% | +56.0% | +855.7% | +628.5% |
| 10Y | +4,277.4% | +60.8% | +4,216.5% | +2,623.9% |
| All | +670.2% | +355.2% | +314.9% | +132.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling