+1,192.7%
MRVL vs EWJ
+134.5%
+1,058.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.3% | -5.0% | -5.0% |
| 7D | +11.0% | +4.0% | +7.1% | +7.0% |
| 30D | -36.1% | -4.3% | -31.8% | -32.3% |
| 3M | -29.4% | -6.8% | -22.6% | -22.9% |
| 6M | -11.9% | -0.9% | -11.0% | -6.8% |
| YTD | +84.8% | +14.3% | +70.5% | +69.5% |
| 1Y | +79.4% | +15.3% | +64.1% | +63.5% |
| 3Y | +195.7% | +65.6% | +130.1% | +95.2% |
| 5Y | +117.2% | +47.5% | +69.7% | +67.6% |
| 10Y | +1,193.7% | +126.2% | +1,067.6% | +597.1% |
| All | +1,192.7% | +134.5% | +1,058.2% | +440.9% |
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