+123.2%
MPC vs EWJ
+26.9%
+96.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.3% |
| 7D | +3.9% | +2.9% | +1.0% | +3.8% |
| 30D | +33.8% | +1.1% | +32.7% | +33.7% |
| 3M | +49.9% | +7.1% | +42.7% | +49.1% |
| 6M | +80.9% | +16.2% | +64.8% | +77.5% |
| YTD | +147.4% | +22.0% | +125.4% | +130.5% |
| 1Y | +123.2% | +26.2% | +97.0% | +106.1% |
| All | +123.2% | +26.9% | +96.3% | +106.1% |
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