-13.8%
FXI vs MTZ
+26.3%
-40.1%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | +0.1% |
| 7D | -3.9% | +1.4% | -5.2% | -4.0% |
| 30D | -2.1% | -14.5% | +12.4% | -0.8% |
| 3M | -0.5% | -32.9% | +32.5% | +2.7% |
| 6M | -4.5% | -20.8% | +16.3% | -5.9% |
| YTD | -9.2% | +10.6% | -19.8% | -17.7% |
| 1Y | -13.8% | +27.1% | -40.9% | -23.7% |
| All | -13.8% | +26.3% | -40.1% | -23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling