+45.1%
FXI vs MDB
-12.1%
+57.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.6% | -5.5% | -1.1% |
| 7D | +4.4% | -0.9% | +5.3% | +4.4% |
| 30D | +1.2% | -15.2% | +16.4% | +2.1% |
| 3M | -4.2% | -17.9% | +13.7% | -3.6% |
| 6M | -6.2% | +9.3% | -15.5% | -7.8% |
| YTD | -8.8% | -22.0% | +13.2% | -8.7% |
| 1Y | -11.6% | -9.3% | -2.3% | -12.6% |
| 3Y | +45.1% | -10.4% | +55.5% | +37.8% |
| All | +45.1% | -12.1% | +57.2% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling