+36.6%
FXI vs MKC
-31.4%
+68.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | -3.9% | -1.5% | -2.4% | -3.7% |
| 30D | -2.1% | -3.1% | +1.0% | -1.8% |
| 3M | -0.5% | +5.2% | -5.7% | -1.1% |
| 6M | -4.5% | -12.8% | +8.3% | -2.8% |
| YTD | -9.2% | -23.3% | +14.0% | -6.1% |
| 1Y | -13.8% | -24.1% | +10.3% | -10.6% |
| 3Y | +36.6% | -32.1% | +68.7% | +43.9% |
| All | +36.6% | -31.4% | +68.0% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 3y: compounded portfolio wealth divided by compounded MKC 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…
3y analysis · Full analysis span regression · 6 months rolling