+4,342.5%
MCHP vs EWJ
+151.8%
+4,190.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.5% |
| 7D | -2.1% | -1.5% | -0.6% | -0.9% |
| 30D | -11.1% | +0.2% | -11.3% | -11.3% |
| 3M | -18.1% | +8.6% | -26.7% | -22.6% |
| 6M | +10.8% | +12.1% | -1.4% | +2.3% |
| YTD | +14.2% | +20.1% | -5.8% | -0.4% |
| 1Y | +13.5% | +25.2% | -11.7% | -4.1% |
| 3Y | -2.0% | +70.8% | -72.8% | -33.8% |
| 5Y | +1.4% | +49.2% | -47.8% | -22.5% |
| 10Y | +195.5% | +138.6% | +56.9% | +72.0% |
| All | +4,342.5% | +151.8% | +4,190.7% | +2,404.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling