+208.1%
FXI vs MCO
+1,511.6%
-1,303.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | +0.1% |
| 7D | -2.8% | -7.3% | +4.5% | +0.6% |
| 30D | -3.7% | -1.7% | -2.0% | -3.1% |
| 3M | -0.4% | +3.9% | -4.3% | -2.7% |
| 6M | -5.4% | +3.8% | -9.2% | -8.0% |
| YTD | -9.6% | -7.9% | -1.7% | -8.0% |
| 1Y | -11.9% | -6.8% | -5.1% | -11.2% |
| 3Y | +37.8% | +40.9% | -3.1% | +11.3% |
| 5Y | -7.0% | +27.5% | -34.5% | -23.2% |
| 10Y | +14.3% | +381.4% | -367.1% | -54.3% |
| All | +208.1% | +1,511.6% | -1,303.6% | -48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling