+1,743.1%
MRVL vs EWJ
+151.1%
+1,591.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.4% | +6.7% | +6.7% |
| 7D | +3.2% | +2.5% | +0.7% | +0.6% |
| 30D | +5.9% | +3.3% | +2.7% | +2.6% |
| 3M | -29.3% | +5.0% | -34.3% | -30.9% |
| 6M | +186.5% | +11.5% | +174.9% | +165.0% |
| YTD | +163.4% | +22.4% | +141.1% | +121.7% |
| 1Y | +249.5% | +30.2% | +219.3% | +177.1% |
| 3Y | +289.4% | +72.8% | +216.5% | +141.9% |
| 5Y | +270.2% | +54.1% | +216.1% | +167.9% |
| 10Y | +1,748.8% | +140.6% | +1,608.2% | +818.4% |
| All | +1,743.1% | +151.1% | +1,591.9% | +607.5% |
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