+36.6%
FXI vs MTCH
-0.9%
+37.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.2% |
| 7D | -3.9% | +1.3% | -5.1% | -4.1% |
| 30D | -2.1% | +15.9% | -18.0% | -4.4% |
| 3M | -0.5% | +23.3% | -23.7% | -4.0% |
| 6M | -4.5% | +40.1% | -44.7% | -10.0% |
| YTD | -9.2% | +33.6% | -42.8% | -13.9% |
| 1Y | -13.8% | +14.1% | -27.9% | -16.1% |
| 3Y | +36.6% | +1.4% | +35.2% | +34.4% |
| All | +36.6% | -0.9% | +37.5% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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