+17,540.7%
MPWR vs EWJ
+213.1%
+17,327.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +1.9% | +7.0% | +6.9% |
| 7D | +17.3% | -1.9% | +19.1% | +20.5% |
| 30D | +12.1% | -5.3% | +17.4% | +19.6% |
| 3M | +5.6% | -4.3% | +9.9% | +11.9% |
| 6M | -10.7% | +0.4% | -11.1% | -8.8% |
| YTD | +64.0% | +14.7% | +49.2% | +46.3% |
| 1Y | +55.9% | +14.7% | +41.2% | +39.3% |
| 3Y | +199.5% | +66.2% | +133.3% | +91.3% |
| 5Y | +176.6% | +50.2% | +126.4% | +101.5% |
| 10Y | +1,921.6% | +127.1% | +1,794.5% | +976.2% |
| All | +17,540.7% | +213.1% | +17,327.6% | +6,846.6% |
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