+14,479.0%
MPWR vs EWJ
+234.0%
+14,245.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.4% |
| 7D | -2.6% | +2.5% | -5.1% | -5.1% |
| 30D | -9.0% | +3.3% | -12.3% | -12.0% |
| 3M | -25.8% | +5.0% | -30.8% | -28.7% |
| 6M | +11.8% | +11.5% | +0.2% | +1.5% |
| YTD | +35.5% | +22.4% | +13.1% | +11.8% |
| 1Y | +45.3% | +30.2% | +15.1% | +12.9% |
| 3Y | +138.5% | +72.8% | +65.6% | +44.5% |
| 5Y | +152.8% | +54.1% | +98.6% | +76.1% |
| 10Y | +1,616.6% | +140.6% | +1,476.0% | +749.0% |
| All | +14,479.0% | +234.0% | +14,245.1% | +5,207.4% |
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