+5,236.8%
MTZ vs EWJ
+156.6%
+5,080.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +1.8% |
| 7D | -1.6% | +2.5% | -4.1% | -3.4% |
| 30D | -11.1% | +3.3% | -14.4% | -13.1% |
| 3M | -36.7% | +5.0% | -41.7% | -38.4% |
| 6M | -21.9% | +11.5% | -33.5% | -27.3% |
| YTD | +9.1% | +22.4% | -13.3% | -5.4% |
| 1Y | +30.0% | +30.2% | -0.2% | +7.7% |
| 3Y | +138.5% | +72.8% | +65.6% | +62.0% |
| 5Y | +158.3% | +54.1% | +104.2% | +90.1% |
| 10Y | +700.8% | +140.6% | +560.2% | +349.9% |
| All | +5,236.8% | +156.6% | +5,080.1% | +2,241.5% |
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