+209.9%
FXI vs MTCH
+677.9%
-468.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.5% |
| 7D | -2.8% | -2.4% | -0.4% | -2.2% |
| 30D | -5.3% | +12.8% | -18.1% | -8.4% |
| 3M | +0.3% | +20.0% | -19.6% | -4.9% |
| 6M | -4.6% | +34.7% | -39.3% | -12.6% |
| YTD | -9.1% | +30.6% | -39.7% | -16.4% |
| 1Y | -12.0% | +10.9% | -22.9% | -15.5% |
| 3Y | +38.6% | -2.0% | +40.7% | +32.6% |
| 5Y | -6.6% | -72.6% | +66.1% | +20.7% |
| 10Y | +15.0% | +197.9% | -182.9% | -43.7% |
| All | +209.9% | +677.9% | -468.1% | -24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling