+3,101.0%
MPC vs EWJ
+218.1%
+2,882.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | 0.0% |
| 7D | +5.4% | +2.5% | +2.9% | +3.0% |
| 30D | +31.0% | +3.3% | +27.7% | +26.9% |
| 3M | +46.0% | +5.0% | +41.1% | +37.9% |
| 6M | +77.3% | +11.5% | +65.8% | +55.4% |
| YTD | +141.9% | +22.4% | +119.5% | +92.8% |
| 1Y | +120.9% | +30.2% | +90.7% | +65.1% |
| 3Y | +182.7% | +72.8% | +109.9% | +52.4% |
| 5Y | +646.4% | +54.1% | +592.3% | +349.8% |
| 10Y | +1,138.7% | +140.6% | +998.1% | +402.0% |
| All | +3,101.0% | +218.1% | +2,882.9% | +891.1% |
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 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