-9.1%
MDB vs EWJ
+70.3%
-79.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.6% | +1.4% |
| 7D | -4.5% | +1.0% | -5.5% | -5.3% |
| 30D | -14.0% | +1.0% | -15.0% | -14.7% |
| 3M | +5.3% | +7.2% | -1.9% | -1.2% |
| 6M | +31.9% | +13.9% | +18.0% | +16.8% |
| YTD | -14.6% | +20.8% | -35.4% | -27.6% |
| 1Y | +8.2% | +26.4% | -18.1% | -12.0% |
| All | -9.1% | +70.3% | -79.4% | -44.8% |
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