+453.7%
MP vs EWJ
+98.9%
+354.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.9% | +1.9% |
| 7D | +3.0% | +2.9% | +0.2% | -0.5% |
| 30D | +8.3% | +1.1% | +7.2% | +6.8% |
| 3M | -3.8% | +7.1% | -11.0% | -10.9% |
| 6M | -4.9% | +16.2% | -21.1% | -19.1% |
| YTD | +9.6% | +22.0% | -12.4% | -12.0% |
| 1Y | -11.7% | +26.2% | -37.9% | -32.1% |
| 3Y | +158.5% | +73.5% | +85.0% | +25.2% |
| 5Y | +68.9% | +52.7% | +16.2% | -5.4% |
| All | +453.7% | +98.9% | +354.8% | +180.0% |
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