+963.2%
MDT vs EWJ
+155.8%
+807.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | +0.4% | +2.9% | -2.5% | -0.7% |
| 30D | +6.0% | +1.1% | +4.9% | +5.5% |
| 3M | +15.5% | +7.1% | +8.4% | +12.0% |
| 6M | +3.4% | +16.2% | -12.8% | -3.1% |
| YTD | -2.2% | +22.0% | -24.1% | -10.2% |
| 1Y | +2.6% | +26.2% | -23.6% | -7.2% |
| 3Y | +27.5% | +73.5% | -45.9% | +0.8% |
| 5Y | -20.1% | +52.7% | -72.8% | -34.0% |
| 10Y | +39.1% | +138.5% | -99.4% | -2.1% |
| All | +963.2% | +155.8% | +807.4% | +519.6% |
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