+0.7%
MCHP vs EWJ
+73.0%
-72.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +0.9% |
| 7D | 0.0% | +0.3% | -0.2% | -0.3% |
| 30D | -6.0% | +0.8% | -6.8% | -7.0% |
| 3M | -19.7% | +7.5% | -27.2% | -25.7% |
| 6M | +14.0% | +15.6% | -1.6% | -2.9% |
| YTD | +18.4% | +22.7% | -4.3% | -7.5% |
| 1Y | +17.1% | +26.4% | -9.3% | -11.9% |
| 3Y | +0.7% | +72.5% | -71.8% | -49.1% |
| All | +0.7% | +73.0% | -72.3% | -49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling