+199.5%
MCHP vs EWJ
+144.4%
+55.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +0.6% |
| 7D | 0.0% | +0.3% | -0.2% | -0.3% |
| 30D | -6.0% | +0.8% | -6.8% | -7.1% |
| 3M | -19.7% | +7.5% | -27.2% | -26.6% |
| 6M | +14.0% | +15.6% | -1.6% | -5.9% |
| YTD | +18.4% | +22.7% | -4.3% | -11.4% |
| 1Y | +17.1% | +26.4% | -9.3% | -15.9% |
| 3Y | +0.7% | +72.5% | -71.8% | -54.4% |
| 5Y | +5.1% | +52.4% | -47.4% | -41.6% |
| All | +199.5% | +144.4% | +55.0% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 10y: compounded portfolio wealth divided by compounded EWJ 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…
10y analysis · Full analysis span regression · 6 months rolling