+16,459.4%
MPWR vs EWJ
+210.9%
+16,248.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +3.6% | +13.0% | +12.8% |
| 7D | +11.6% | -1.5% | +13.0% | +14.0% |
| 30D | +0.1% | -6.5% | +6.6% | +8.1% |
| 3M | -0.8% | -5.6% | +4.8% | +6.4% |
| 6M | -13.0% | -0.3% | -12.8% | -10.7% |
| YTD | +53.9% | +13.9% | +40.0% | +38.2% |
| 1Y | +45.8% | +14.6% | +31.3% | +30.3% |
| 3Y | +194.3% | +66.6% | +127.6% | +87.4% |
| 5Y | +160.1% | +47.7% | +112.5% | +92.4% |
| 10Y | +1,786.5% | +126.0% | +1,660.5% | +908.4% |
| All | +16,459.4% | +210.9% | +16,248.5% | +6,459.1% |
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