+199.8%
MPC vs EWJ
+66.4%
+133.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +11.2% | +4.0% | +7.3% | +9.9% |
| 30D | -14.5% | -4.3% | -10.2% | -13.4% |
| 3M | +16.7% | -6.8% | +23.5% | +18.9% |
| 6M | +67.6% | -0.9% | +68.5% | +66.6% |
| YTD | +157.9% | +14.3% | +143.7% | +137.6% |
| 1Y | +116.7% | +15.3% | +101.4% | +98.6% |
| 3Y | +199.8% | +65.6% | +134.1% | +129.0% |
| All | +199.8% | +66.4% | +133.3% | +129.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling