-10.9%
MP vs EWJ
+47.4%
-58.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.1% |
| 7D | +9.5% | +4.0% | +5.5% | +4.5% |
| 30D | -3.0% | -4.3% | +1.3% | +2.4% |
| 3M | -30.4% | -6.8% | -23.5% | -23.8% |
| 6M | -39.2% | -0.9% | -38.3% | -37.8% |
| YTD | -23.3% | +14.3% | -37.5% | -33.3% |
| 1Y | -32.6% | +15.3% | -47.9% | -42.1% |
| 3Y | +159.3% | +65.6% | +93.6% | +26.9% |
| All | -10.9% | +47.4% | -58.3% | -45.9% |
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