+200.3%
FXI vs MTB
+320.4%
-120.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -4.2% | +1.5% | -5.8% | -4.8% |
| 30D | -1.1% | +2.3% | -3.5% | -2.1% |
| 3M | -4.0% | -12.1% | +8.2% | +0.9% |
| 6M | -11.8% | +9.8% | -21.6% | -15.5% |
| YTD | -11.9% | +12.0% | -23.9% | -16.6% |
| 1Y | -16.1% | +22.0% | -38.2% | -23.4% |
| 3Y | +38.8% | +107.6% | -68.8% | -2.1% |
| 5Y | -9.1% | +61.9% | -70.9% | -31.8% |
| 10Y | +18.4% | +116.3% | -97.9% | -32.9% |
| All | +200.3% | +320.4% | -120.2% | +9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling