-40.2%
MDB vs EWJ
+46.9%
-87.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +3.0% |
| 7D | -1.0% | -2.4% | +1.4% | +2.1% |
| 30D | -14.0% | -7.6% | -6.3% | -4.3% |
| 3M | -20.3% | -5.9% | -14.4% | -13.6% |
| 6M | +10.9% | -1.5% | +12.3% | +11.4% |
| YTD | -20.9% | +12.6% | -33.5% | -34.9% |
| 1Y | -11.2% | +12.7% | -23.9% | -27.3% |
| 3Y | -11.9% | +63.1% | -75.0% | -65.4% |
| 5Y | -40.2% | +48.2% | -88.4% | -69.5% |
| All | -40.2% | +46.9% | -87.1% | -69.5% |
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