+1,049.8%
MDB vs EWJ
+105.9%
+943.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.5% |
| 7D | -17.4% | +2.5% | -20.0% | -19.9% |
| 30D | -2.0% | +3.3% | -5.3% | -5.7% |
| 3M | -3.0% | +5.0% | -8.0% | -9.4% |
| 6M | +48.7% | +11.5% | +37.1% | +27.0% |
| YTD | -12.1% | +22.4% | -34.5% | -32.7% |
| 1Y | +14.5% | +30.2% | -15.7% | -19.4% |
| 3Y | -6.1% | +72.8% | -79.0% | -56.1% |
| 5Y | -27.3% | +54.1% | -81.5% | -60.1% |
| All | +1,049.8% | +105.9% | +943.9% | +368.4% |
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 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