+1,758.4%
MRVL vs EWJ
+150.3%
+1,608.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +1.2% |
| 7D | +7.1% | +2.9% | +4.3% | +4.0% |
| 30D | +3.1% | +1.1% | +2.0% | +2.0% |
| 3M | -21.9% | +7.1% | -29.1% | -25.7% |
| 6M | +151.8% | +16.2% | +135.7% | +124.2% |
| YTD | +165.6% | +22.0% | +143.7% | +124.3% |
| 1Y | +242.3% | +26.2% | +216.1% | +179.9% |
| 3Y | +308.2% | +73.5% | +234.7% | +152.8% |
| 5Y | +280.4% | +52.7% | +227.7% | +177.7% |
| 10Y | +1,832.5% | +138.5% | +1,694.1% | +868.0% |
| All | +1,758.4% | +150.3% | +1,608.1% | +615.8% |
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