+51.2%
MMM vs EWJ
+139.2%
-88.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.5% |
| 7D | -3.2% | -1.5% | -1.7% | -2.2% |
| 30D | -10.7% | +0.2% | -10.8% | -10.9% |
| 3M | +4.3% | +8.6% | -4.3% | -2.4% |
| 6M | +5.9% | +12.1% | -6.2% | -3.6% |
| YTD | +3.2% | +20.1% | -16.9% | -10.9% |
| 1Y | +8.0% | +25.2% | -17.2% | -9.9% |
| 3Y | +99.1% | +70.8% | +28.3% | +27.8% |
| 5Y | +25.7% | +49.2% | -23.4% | -10.2% |
| All | +51.2% | +139.2% | -88.0% | -24.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling