-6.5%
FXI vs MTCH
-73.3%
+66.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.1% |
| 7D | -3.9% | +1.3% | -5.1% | -4.2% |
| 30D | -2.1% | +15.9% | -18.0% | -5.6% |
| 3M | -0.5% | +23.3% | -23.7% | -5.8% |
| 6M | -4.5% | +40.1% | -44.7% | -12.8% |
| YTD | -9.2% | +33.6% | -42.8% | -16.4% |
| 1Y | -13.8% | +14.1% | -27.9% | -17.5% |
| 3Y | +36.6% | +1.4% | +35.2% | +30.7% |
| All | -6.5% | -73.3% | +66.8% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling