+3,109.1%
MPC vs EWJ
+196.1%
+2,913.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.6% | +1.0% | +1.4% |
| 7D | -9.4% | -1.5% | -7.9% | -8.4% |
| 30D | -14.3% | -6.5% | -7.8% | -9.4% |
| 3M | +31.1% | -5.6% | +36.7% | +36.7% |
| 6M | +60.3% | -0.3% | +60.5% | +57.0% |
| YTD | +142.5% | +13.9% | +128.6% | +104.5% |
| 1Y | +104.6% | +14.6% | +90.0% | +71.5% |
| 3Y | +191.7% | +66.6% | +125.1% | +60.9% |
| 5Y | +549.2% | +47.7% | +501.6% | +301.1% |
| 10Y | +1,106.2% | +126.0% | +980.2% | +413.5% |
| All | +3,109.1% | +196.1% | +2,913.0% | +951.6% |
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