+14.7%
FXI vs MDY
+177.2%
-162.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.1% |
| 7D | -3.9% | -1.9% | -2.0% | -2.7% |
| 30D | -2.1% | -4.6% | +2.5% | +0.8% |
| 3M | -0.5% | -1.2% | +0.8% | +0.1% |
| 6M | -4.5% | +9.2% | -13.7% | -9.9% |
| YTD | -9.2% | +13.1% | -22.3% | -16.3% |
| 1Y | -13.8% | +13.0% | -26.8% | -20.5% |
| 3Y | +36.6% | +49.2% | -12.6% | +3.9% |
| 5Y | -6.7% | +47.2% | -53.9% | -28.9% |
| All | +14.7% | +177.2% | -162.5% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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