+224.4%
MRK vs EWJ
+144.4%
+80.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.3% |
| 7D | -4.3% | +0.3% | -4.5% | -4.4% |
| 30D | +8.3% | +0.8% | +7.5% | +8.0% |
| 3M | +20.0% | +7.5% | +12.5% | +16.6% |
| 6M | +25.7% | +15.6% | +10.1% | +18.6% |
| YTD | +38.7% | +22.7% | +16.0% | +27.8% |
| 1Y | +74.7% | +26.4% | +48.3% | +58.9% |
| 3Y | +45.4% | +72.5% | -27.2% | +15.0% |
| 5Y | +129.0% | +52.4% | +76.6% | +92.3% |
| All | +224.4% | +144.4% | +80.0% | +107.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling