+27.0%
MMM vs EWJ
+51.7%
-24.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | -1.6% | +2.9% | -4.5% | -3.3% |
| 30D | -8.0% | +1.1% | -9.1% | -8.7% |
| 3M | +9.4% | +7.1% | +2.2% | +4.3% |
| 6M | +10.2% | +16.2% | -5.9% | -0.5% |
| YTD | +6.1% | +22.0% | -15.9% | -7.2% |
| 1Y | +10.8% | +26.2% | -15.4% | -5.5% |
| 3Y | +104.8% | +73.5% | +31.3% | +38.6% |
| 5Y | +27.0% | +52.7% | -25.7% | -11.8% |
| All | +27.0% | +51.7% | -24.7% | -11.8% |
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