+979.6%
MU vs EWZ
+436.1%
+543.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.7% | +6.8% | +6.5% |
| 7D | +9.0% | +6.5% | +2.5% | +5.1% |
| 30D | +13.8% | +4.8% | +9.0% | +10.7% |
| 3M | +2.1% | +9.9% | -7.8% | -2.7% |
| 6M | +153.8% | +1.9% | +151.9% | +151.0% |
| YTD | +256.4% | +20.3% | +236.1% | +223.4% |
| 1Y | +719.8% | +35.6% | +684.1% | +596.0% |
| 3Y | +1,360.4% | +43.4% | +1,316.9% | +1,091.2% |
| 5Y | +1,312.4% | +55.9% | +1,256.5% | +943.1% |
| 10Y | +6,142.6% | +84.2% | +6,058.4% | +3,600.4% |
| All | +979.6% | +436.1% | +543.5% | +207.4% |
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