+50.4%
EWJ vs MULL
+2,366.2%
-2,315.8%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.3% | +8.8% | +0.1% |
| 7D | -1.5% | +3.6% | -5.1% | -1.8% |
| 30D | +0.2% | +22.0% | -21.9% | -1.6% |
| 3M | +8.6% | -8.6% | +17.2% | +6.1% |
| 6M | +12.1% | +248.5% | -236.4% | -3.1% |
| YTD | +20.1% | +516.3% | -496.2% | -1.8% |
| 1Y | +25.2% | +2,036.6% | -2,011.5% | -9.3% |
| All | +50.4% | +2,366.2% | -2,315.8% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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