-4.9%
FXI vs MDB
-28.4%
+23.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.6% | +2.0% |
| 7D | +1.0% | -17.4% | +18.5% | +3.2% |
| 30D | -0.6% | -2.0% | +1.5% | -0.8% |
| 3M | +1.9% | -3.0% | +4.9% | +1.5% |
| 6M | -0.2% | +48.7% | -48.8% | -6.7% |
| YTD | -5.6% | -12.1% | +6.5% | -6.2% |
| 1Y | -4.7% | +14.5% | -19.2% | -9.1% |
| 3Y | +38.0% | -6.1% | +44.2% | +28.5% |
| All | -4.9% | -28.4% | +23.5% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling