+445.3%
MP vs EWJ
+99.5%
+345.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +0.9% |
| 7D | -2.9% | +2.5% | -5.4% | -5.7% |
| 30D | +13.8% | +3.3% | +10.5% | +9.6% |
| 3M | -16.7% | +5.0% | -21.7% | -20.8% |
| 6M | -11.5% | +11.5% | -23.0% | -21.1% |
| YTD | +7.9% | +22.4% | -14.4% | -13.7% |
| 1Y | -15.0% | +30.2% | -45.2% | -37.1% |
| 3Y | +153.5% | +72.8% | +80.7% | +23.5% |
| 5Y | +58.7% | +54.1% | +4.5% | -11.9% |
| All | +445.3% | +99.5% | +345.8% | +174.7% |
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