+3.0%
MCHP vs EWJ
+50.5%
-47.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +0.8% |
| 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% | -26.1% |
| 6M | +14.0% | +15.6% | -1.6% | -4.4% |
| YTD | +18.4% | +22.7% | -4.3% | -9.5% |
| 1Y | +17.1% | +26.4% | -9.3% | -13.9% |
| 3Y | +0.7% | +72.5% | -71.8% | -52.4% |
| All | +3.0% | +50.5% | -47.6% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling