+163.8%
MPC vs EWJ
+56.7%
+107.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -16.2% | -5.0% | -11.2% | -14.9% |
| 30D | -15.7% | -10.2% | -5.5% | -13.0% |
| 3M | +24.9% | -7.2% | +32.1% | +27.4% |
| 6M | +52.7% | -3.2% | +55.9% | +52.6% |
| YTD | +131.9% | +9.9% | +121.9% | +115.9% |
| 1Y | +96.6% | +11.0% | +85.7% | +82.2% |
| 3Y | +163.8% | +57.3% | +106.5% | +97.0% |
| All | +163.8% | +56.7% | +107.1% | +97.0% |
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