+1,173.1%
MRVL vs EWJ
+131.0%
+1,042.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +1.1% |
| 7D | -10.2% | -2.4% | -7.8% | -7.2% |
| 30D | -43.9% | -7.6% | -36.3% | -38.3% |
| 3M | -26.0% | -5.9% | -20.1% | -20.0% |
| 6M | -9.2% | -1.5% | -7.8% | -3.5% |
| YTD | +82.0% | +12.6% | +69.4% | +69.3% |
| 1Y | +65.9% | +12.7% | +53.2% | +54.6% |
| 3Y | +185.0% | +63.1% | +122.0% | +90.9% |
| 5Y | +121.5% | +48.2% | +73.2% | +70.2% |
| 10Y | +1,224.2% | +123.1% | +1,101.0% | +622.9% |
| All | +1,173.1% | +131.0% | +1,042.2% | +440.4% |
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