+58.1%
MP vs EWJ
+53.7%
+4.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +0.9% |
| 7D | -2.9% | +2.5% | -5.4% | -5.9% |
| 30D | +13.8% | +3.3% | +10.5% | +9.4% |
| 3M | -16.7% | +5.0% | -21.7% | -21.0% |
| 6M | -11.5% | +11.5% | -23.0% | -21.5% |
| YTD | +7.9% | +22.4% | -14.4% | -14.6% |
| 1Y | -15.0% | +30.2% | -45.2% | -38.0% |
| 3Y | +153.5% | +72.8% | +80.7% | +15.7% |
| All | +58.1% | +53.7% | +4.4% | -1.5% |
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