-6.6%
FXI vs MTB
+103.4%
-110.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -2.8% | +1.1% | -3.9% | -3.0% |
| 30D | -5.3% | -4.6% | -0.7% | -4.4% |
| 3M | +0.3% | +6.3% | -5.9% | -1.1% |
| 6M | -4.6% | +15.6% | -20.2% | -7.9% |
| YTD | -9.1% | +20.6% | -29.6% | -13.2% |
| 1Y | -12.0% | +22.5% | -34.5% | -16.3% |
| 3Y | +38.6% | +114.4% | -75.8% | +11.3% |
| 5Y | -6.6% | +101.9% | -108.5% | -24.2% |
| All | -6.6% | +103.4% | -110.0% | -24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling