+278.0%
MRVL vs EWJ
+47.6%
+230.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -2.4% |
| 7D | +8.7% | -1.5% | +10.2% | +11.5% |
| 30D | +6.9% | +0.2% | +6.7% | +6.5% |
| 3M | -10.1% | +8.6% | -18.7% | -19.9% |
| 6M | +143.4% | +12.1% | +131.3% | +110.2% |
| YTD | +167.5% | +20.1% | +147.4% | +103.4% |
| 1Y | +239.0% | +25.2% | +213.8% | +140.1% |
| 3Y | +311.0% | +70.8% | +240.2% | +68.5% |
| 5Y | +278.0% | +49.2% | +228.8% | +95.0% |
| All | +278.0% | +47.6% | +230.4% | +95.0% |
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