+160.1%
MPWR vs EWJ
+47.4%
+112.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +3.6% | +13.0% | +10.8% |
| 7D | +11.6% | -1.5% | +13.0% | +14.9% |
| 30D | +0.1% | -6.5% | +6.6% | +12.3% |
| 3M | -0.8% | -5.6% | +4.8% | +9.9% |
| 6M | -13.0% | -0.3% | -12.8% | -10.4% |
| YTD | +53.9% | +13.9% | +40.0% | +27.3% |
| 1Y | +45.8% | +14.6% | +31.3% | +19.5% |
| 3Y | +194.3% | +66.6% | +127.6% | +29.2% |
| 5Y | +160.1% | +47.7% | +112.5% | +43.7% |
| All | +160.1% | +47.4% | +112.7% | +43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling