+14.7%
FXI vs MTZ
+773.6%
-758.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | -0.2% |
| 7D | -3.9% | +1.4% | -5.2% | -4.1% |
| 30D | -2.1% | -14.5% | +12.4% | +0.4% |
| 3M | -0.5% | -32.9% | +32.5% | +5.2% |
| 6M | -4.5% | -20.8% | +16.3% | -2.6% |
| YTD | -9.2% | +10.6% | -19.8% | -13.2% |
| 1Y | -13.8% | +27.1% | -40.9% | -19.8% |
| 3Y | +36.6% | +166.1% | -129.6% | +6.8% |
| 5Y | -6.7% | +170.7% | -177.3% | -29.0% |
| All | +14.7% | +773.6% | -758.9% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 10y: compounded portfolio wealth divided by compounded MTZ 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…
10y analysis · Full analysis span regression · 6 months rolling