+209.9%
FXI vs MDY
+711.9%
-502.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.3% |
| 7D | -2.8% | -0.8% | -2.0% | -2.1% |
| 30D | -5.3% | -3.9% | -1.5% | -1.8% |
| 3M | +0.3% | 0.0% | +0.4% | 0.0% |
| 6M | -4.6% | +8.5% | -13.1% | -12.3% |
| YTD | -9.1% | +13.2% | -22.3% | -19.9% |
| 1Y | -12.0% | +15.0% | -27.0% | -23.8% |
| 3Y | +38.6% | +49.6% | -10.9% | -10.1% |
| 5Y | -6.6% | +46.0% | -52.6% | -39.5% |
| 10Y | +15.0% | +176.4% | -161.3% | -66.7% |
| All | +209.9% | +711.9% | -502.1% | -70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling