+258.1%
MTZ vs EWJ
+56.7%
+201.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | 0.0% | +9.5% | +9.5% |
| 7D | -6.4% | -5.0% | -1.4% | -1.5% |
| 30D | -22.1% | -10.2% | -11.8% | -12.8% |
| 3M | -32.7% | -7.2% | -25.4% | -27.2% |
| 6M | -59.8% | -3.2% | -56.6% | -58.0% |
| YTD | -19.9% | +9.9% | -29.8% | -27.2% |
| 1Y | -11.5% | +11.0% | -22.4% | -20.3% |
| 3Y | +258.1% | +57.3% | +200.8% | +131.1% |
| All | +258.1% | +56.7% | +201.4% | +131.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling