+158.4%
MMM vs EWJ
+66.4%
+92.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -0.4% | +4.0% | -4.4% | -2.6% |
| 30D | +12.1% | -4.3% | +16.4% | +14.8% |
| 3M | +1.4% | -6.8% | +8.2% | +5.2% |
| 6M | +26.6% | -0.9% | +27.5% | +26.3% |
| YTD | +16.8% | +14.3% | +2.6% | +7.0% |
| 1Y | +10.1% | +15.3% | -5.2% | +0.3% |
| 3Y | +158.4% | +65.6% | +92.8% | +95.3% |
| All | +158.4% | +66.4% | +92.0% | +95.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling