+138.6%
EWJ vs MTB
+1,808.7%
-1,670.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +4.0% | +1.5% | +2.4% | +3.5% |
| 30D | -4.3% | +2.3% | -6.6% | -4.9% |
| 3M | -6.8% | -12.1% | +5.3% | -3.5% |
| 6M | -0.9% | +9.8% | -10.7% | -3.7% |
| YTD | +14.3% | +12.0% | +2.3% | +10.3% |
| 1Y | +15.3% | +22.0% | -6.7% | +8.6% |
| 3Y | +65.6% | +107.6% | -42.0% | +32.4% |
| 5Y | +47.5% | +61.9% | -14.4% | +22.9% |
| 10Y | +126.2% | +116.3% | +9.9% | +61.2% |
| All | +138.6% | +1,808.7% | -1,670.0% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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