+302.4%
MXL vs EWJ
+144.4%
+158.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.2% | +5.3% | +4.0% |
| 7D | +18.9% | +0.3% | +18.6% | +18.3% |
| 30D | +0.3% | +0.8% | -0.5% | -0.2% |
| 3M | -8.0% | +7.5% | -15.5% | -14.8% |
| 6M | +341.2% | +15.6% | +325.7% | +264.8% |
| YTD | +327.8% | +22.7% | +305.1% | +220.5% |
| 1Y | +364.9% | +26.4% | +338.5% | +235.5% |
| 3Y | +229.2% | +72.5% | +156.7% | +49.0% |
| 5Y | +42.8% | +52.4% | -9.7% | -19.8% |
| All | +302.4% | +144.4% | +158.0% | +21.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling