+200.3%
FXI vs MKC
+337.7%
-137.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.5% |
| 7D | -4.2% | -3.0% | -1.2% | -2.9% |
| 30D | -1.1% | +4.8% | -5.9% | -3.5% |
| 3M | -4.0% | -12.8% | +8.9% | +1.5% |
| 6M | -11.8% | +5.0% | -16.9% | -15.2% |
| YTD | -11.9% | -29.1% | +17.2% | +0.3% |
| 1Y | -16.1% | -26.4% | +10.3% | -6.4% |
| 3Y | +38.8% | -21.6% | +60.4% | +45.0% |
| 5Y | -9.1% | -35.2% | +26.2% | +0.3% |
| 10Y | +18.4% | +25.6% | -7.2% | -28.3% |
| All | +200.3% | +337.7% | -137.4% | -40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling