-7.0%
FXI vs MDY
+43.9%
-51.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | 0.0% |
| 7D | -2.8% | -2.5% | -0.3% | -1.2% |
| 30D | -3.7% | -5.0% | +1.4% | -0.5% |
| 3M | -0.4% | +0.5% | -0.9% | -1.0% |
| 6M | -5.4% | +8.0% | -13.4% | -10.3% |
| YTD | -9.6% | +12.2% | -21.8% | -16.5% |
| 1Y | -11.9% | +14.0% | -25.9% | -19.5% |
| 3Y | +37.8% | +48.2% | -10.3% | +2.9% |
| 5Y | -7.0% | +46.1% | -53.1% | -31.1% |
| All | -7.0% | +43.9% | -51.0% | -31.1% |
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