-8.4%
FXI vs MDY
+34.6%
-43.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -4.2% | +2.3% | -6.5% | -5.6% |
| 30D | -1.1% | +2.0% | -3.1% | -2.5% |
| 3M | -4.0% | -5.6% | +1.7% | -0.6% |
| 6M | -11.8% | +1.3% | -13.1% | -13.0% |
| YTD | -11.9% | +12.3% | -24.2% | -18.9% |
| 1Y | -16.1% | +15.8% | -31.9% | -24.3% |
| 3Y | +38.8% | +56.5% | -17.7% | -0.7% |
| All | -8.4% | +34.6% | -43.0% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling