-18.3%
MDT vs EWJ
+47.6%
-65.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -1.6% | -1.5% | -0.1% | -1.1% |
| 30D | +1.0% | +0.2% | +0.9% | +0.9% |
| 3M | +15.2% | +8.6% | +6.6% | +11.6% |
| 6M | +3.7% | +12.1% | -8.5% | -1.0% |
| YTD | -3.0% | +20.1% | -23.1% | -9.9% |
| 1Y | +2.5% | +25.2% | -22.7% | -6.5% |
| 3Y | +26.5% | +70.8% | -44.3% | -0.8% |
| 5Y | -18.3% | +49.2% | -67.5% | -32.7% |
| All | -18.3% | +47.6% | -65.9% | -32.7% |
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