-1.6%
MDLN vs EWJ
+17.3%
-18.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +1.4% | +17.0% | +18.1% |
| 7D | +24.7% | -1.2% | +25.8% | +24.7% |
| 30D | +12.7% | -5.5% | +18.2% | +13.3% |
| 3M | -4.0% | -0.8% | -3.2% | -3.7% |
| 6M | -8.7% | +7.1% | -15.8% | -9.1% |
| YTD | -3.9% | +16.9% | -20.8% | -1.1% |
| All | -1.6% | +17.3% | -18.9% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling