+1,065.8%
MDB vs EWJ
+102.1%
+963.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +5.0% |
| 7D | -2.8% | -1.5% | -1.3% | -1.1% |
| 30D | -14.9% | +0.2% | -15.0% | -15.2% |
| 3M | +7.3% | +8.6% | -1.2% | -4.0% |
| 6M | +38.2% | +12.1% | +26.0% | +17.5% |
| YTD | -10.9% | +20.1% | -31.0% | -30.2% |
| 1Y | +11.6% | +25.2% | -13.5% | -17.4% |
| 3Y | -0.9% | +70.8% | -71.7% | -53.1% |
| 5Y | -23.5% | +49.2% | -72.7% | -56.5% |
| All | +1,065.8% | +102.1% | +963.7% | +385.4% |
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 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