+117.2%
MPC vs EWJ
+18.0%
+99.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.4% | -9.5% | -8.0% |
| 7D | -10.9% | -1.2% | -9.7% | -11.0% |
| 30D | -9.4% | -5.5% | -3.9% | -9.7% |
| 3M | +26.0% | -0.8% | +26.8% | +25.8% |
| 6M | +56.5% | +7.1% | +49.4% | +56.1% |
| YTD | +144.3% | +16.9% | +127.4% | +125.4% |
| 1Y | +117.2% | +18.2% | +99.0% | +99.7% |
| All | +117.2% | +18.0% | +99.3% | +99.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling