-5.8%
FXI vs MDB
+986.0%
-991.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | -2.8% | -4.5% | +1.7% | -2.2% |
| 30D | -5.3% | -14.0% | +8.7% | -3.9% |
| 3M | +0.3% | +5.3% | -5.0% | -1.1% |
| 6M | -4.6% | +31.9% | -36.5% | -9.4% |
| YTD | -9.1% | -14.6% | +5.5% | -9.4% |
| 1Y | -12.0% | +8.2% | -20.2% | -15.4% |
| 3Y | +38.6% | -5.0% | +43.7% | +28.7% |
| 5Y | -6.6% | -24.5% | +18.0% | -17.2% |
| All | -5.8% | +986.0% | -991.8% | -39.3% |
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