-8.7%
FXI vs MDB
+912.7%
-921.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | -4.2% | +6.8% | -11.0% | -5.0% |
| 30D | -1.1% | -6.2% | +5.1% | -0.7% |
| 3M | -4.0% | -29.2% | +25.3% | -0.8% |
| 6M | -11.8% | +10.3% | -22.1% | -14.7% |
| YTD | -11.9% | -20.4% | +8.5% | -12.2% |
| 1Y | -16.1% | -4.8% | -11.3% | -18.6% |
| 3Y | +38.8% | -11.6% | +50.4% | +29.3% |
| 5Y | -9.1% | -41.0% | +32.0% | -17.3% |
| All | -8.7% | +912.7% | -921.4% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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