+38.8%
FXI vs MTB
+106.3%
-67.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -4.2% | +1.5% | -5.8% | -4.4% |
| 30D | -1.1% | +2.3% | -3.5% | -1.5% |
| 3M | -4.0% | -12.1% | +8.2% | -2.3% |
| 6M | -11.8% | +9.8% | -21.6% | -13.2% |
| YTD | -11.9% | +12.0% | -23.9% | -13.6% |
| 1Y | -16.1% | +22.0% | -38.2% | -18.7% |
| 3Y | +38.8% | +107.6% | -68.8% | +16.0% |
| All | +38.8% | +106.3% | -67.5% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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