+277.5%
MP vs EWJ
+85.7%
+191.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.6% | +3.0% | +2.2% |
| 7D | -1.6% | -1.5% | -0.1% | +0.1% |
| 30D | -18.2% | -6.5% | -11.7% | -11.1% |
| 3M | -26.1% | -5.6% | -20.5% | -20.7% |
| 6M | -44.0% | -0.3% | -43.8% | -43.1% |
| YTD | -25.3% | +13.9% | -39.2% | -34.7% |
| 1Y | -35.6% | +14.6% | -50.1% | -44.0% |
| 3Y | +147.1% | +66.6% | +80.4% | +25.2% |
| 5Y | -11.3% | +47.7% | -58.9% | -47.8% |
| All | +277.5% | +85.7% | +191.8% | +108.0% |
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