-7.0%
FXI vs MKC
-33.9%
+26.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.5% |
| 7D | -2.8% | -2.8% | 0.0% | -2.5% |
| 30D | -3.7% | -3.4% | -0.3% | -3.3% |
| 3M | -0.4% | +3.8% | -4.2% | -1.0% |
| 6M | -5.4% | -17.9% | +12.5% | -2.8% |
| YTD | -9.6% | -23.6% | +14.0% | -6.3% |
| 1Y | -11.9% | -23.1% | +11.2% | -8.9% |
| 3Y | +37.8% | -31.5% | +69.4% | +44.6% |
| 5Y | -7.0% | -33.1% | +26.0% | -3.4% |
| All | -7.0% | -33.9% | +26.9% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling