+50.4%
EWJ vs MKC
-33.0%
+83.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.2% |
| 7D | +0.3% | -1.5% | +1.7% | +0.4% |
| 30D | +0.8% | -3.1% | +3.9% | +1.0% |
| 3M | +7.5% | +5.2% | +2.3% | +6.7% |
| 6M | +15.6% | -12.8% | +28.4% | +17.7% |
| YTD | +22.7% | -23.3% | +46.0% | +27.2% |
| 1Y | +26.4% | -24.1% | +50.5% | +31.2% |
| 3Y | +72.5% | -32.1% | +104.6% | +82.1% |
| All | +50.4% | -33.0% | +83.4% | +58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling