+3,968.9%
MTZ vs EWJ
+136.0%
+3,832.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.2% | -3.4% |
| 7D | -8.7% | -2.4% | -6.3% | -7.1% |
| 30D | -15.0% | -7.6% | -7.3% | -9.8% |
| 3M | -32.6% | -5.9% | -26.7% | -29.4% |
| 6M | -56.3% | -1.5% | -54.9% | -55.4% |
| YTD | -16.8% | +12.6% | -29.4% | -23.2% |
| 1Y | -10.0% | +12.7% | -22.7% | -16.9% |
| 3Y | +267.1% | +63.1% | +204.0% | +161.0% |
| 5Y | +89.9% | +48.2% | +41.6% | +44.1% |
| 10Y | +442.2% | +123.1% | +319.1% | +223.0% |
| All | +3,968.9% | +136.0% | +3,832.9% | +1,800.7% |
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