+1,373.3%
MMM vs EWJ
+156.6%
+1,216.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | -3.3% | +2.5% | -5.8% | -4.4% |
| 30D | -7.0% | +3.3% | -10.3% | -8.4% |
| 3M | +10.8% | +5.0% | +5.8% | +8.0% |
| 6M | +5.8% | +11.5% | -5.8% | +0.3% |
| YTD | +6.8% | +22.4% | -15.6% | -3.0% |
| 1Y | +10.4% | +30.2% | -19.8% | -2.6% |
| 3Y | +104.7% | +72.8% | +31.9% | +58.3% |
| 5Y | +23.6% | +54.1% | -30.6% | +0.3% |
| 10Y | +54.1% | +140.6% | -86.5% | +4.4% |
| All | +1,373.3% | +156.6% | +1,216.7% | +718.2% |
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