+152.2%
EWJ vs MKC
+1,680.6%
-1,528.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | +1.0% | -4.3% | +5.3% | +2.1% |
| 30D | +1.0% | -3.1% | +4.1% | +1.7% |
| 3M | +7.2% | +6.8% | +0.4% | +4.9% |
| 6M | +13.9% | -18.3% | +32.2% | +18.9% |
| YTD | +20.8% | -23.1% | +43.8% | +27.8% |
| 1Y | +26.4% | -23.7% | +50.1% | +33.6% |
| 3Y | +71.8% | -31.0% | +102.8% | +84.1% |
| 5Y | +49.9% | -33.5% | +83.4% | +59.9% |
| 10Y | +140.0% | +30.3% | +109.7% | +102.9% |
| All | +152.2% | +1,680.6% | -1,528.4% | +25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling