+68.8%
EWJ vs MKC
-31.7%
+100.5%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.5% |
| 7D | -1.5% | -2.8% | +1.3% | -1.3% |
| 30D | +0.2% | -3.4% | +3.6% | +0.3% |
| 3M | +8.6% | +3.8% | +4.8% | +8.2% |
| 6M | +12.1% | -17.9% | +30.1% | +15.0% |
| YTD | +20.1% | -23.6% | +43.7% | +24.2% |
| 1Y | +25.2% | -23.1% | +48.3% | +29.2% |
| All | +68.8% | -31.7% | +100.5% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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