-24.5%
MDB vs EWJ
+51.7%
-76.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.1% | -3.0% |
| 7D | -18.0% | +2.9% | -20.9% | -21.1% |
| 30D | -10.7% | +1.1% | -11.8% | -12.1% |
| 3M | +1.0% | +7.1% | -6.1% | -9.0% |
| 6M | +31.6% | +16.2% | +15.4% | +4.6% |
| YTD | -15.2% | +22.0% | -37.2% | -37.0% |
| 1Y | +10.1% | +26.2% | -16.1% | -22.8% |
| 3Y | -5.6% | +73.5% | -79.1% | -64.5% |
| 5Y | -24.5% | +52.7% | -77.2% | -65.9% |
| All | -24.5% | +51.7% | -76.2% | -65.9% |
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