-6.8%
FXI vs MCO
+26.6%
-33.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.1% |
| 7D | -2.8% | -7.3% | +4.5% | -0.5% |
| 30D | -3.7% | -1.7% | -2.0% | -3.3% |
| 3M | -0.4% | +3.9% | -4.3% | -2.0% |
| 6M | -5.4% | +3.8% | -9.2% | -7.1% |
| YTD | -9.6% | -7.9% | -1.7% | -8.1% |
| 1Y | -11.9% | -6.8% | -5.1% | -11.0% |
| 3Y | +37.8% | +40.9% | -3.1% | +15.1% |
| All | -6.8% | +26.6% | -33.4% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 5y: compounded portfolio wealth divided by compounded MCO 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…
5y analysis · Full analysis span regression · 6 months rolling