+959.5%
MDB vs EWJ
+91.7%
+867.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +1.3% |
| 7D | +11.6% | +3.6% | +7.9% | +6.9% |
| 30D | -8.9% | -6.0% | -2.9% | -1.6% |
| 3M | -22.4% | -6.5% | -15.9% | -15.8% |
| 6M | +10.1% | -0.1% | +10.2% | +9.0% |
| YTD | -19.0% | +13.9% | -32.9% | -32.2% |
| 1Y | -7.0% | +13.1% | -20.1% | -21.7% |
| 3Y | -9.8% | +65.0% | -74.9% | -55.5% |
| 5Y | -40.1% | +47.0% | -87.1% | -64.9% |
| All | +959.5% | +91.7% | +867.8% | +371.5% |
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 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