+282.4%
MXL vs EWJ
+218.3%
+64.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.0% | +8.5% | +8.8% |
| 7D | +19.0% | +1.0% | +18.0% | +17.3% |
| 30D | +4.5% | +1.0% | +3.5% | +3.8% |
| 3M | -1.5% | +7.2% | -8.7% | -6.6% |
| 6M | +348.6% | +13.9% | +334.7% | +294.4% |
| YTD | +310.3% | +20.8% | +289.5% | +235.4% |
| 1Y | +344.7% | +26.4% | +318.3% | +247.1% |
| 3Y | +211.2% | +71.8% | +139.4% | +74.1% |
| 5Y | +34.8% | +49.9% | -15.0% | -9.8% |
| 10Y | +286.5% | +140.0% | +146.6% | +70.5% |
| All | +282.4% | +218.3% | +64.1% | +24.3% |
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