-2.8%
FXI vs MUB
+2.9%
-5.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.2% |
| 7D | +3.7% | +0.6% | +3.1% | +2.8% |
| 30D | +0.5% | +3.4% | -2.9% | -4.0% |
| 3M | -5.7% | -0.7% | -5.0% | -4.8% |
| 6M | -6.9% | -1.0% | -5.9% | -5.7% |
| YTD | -9.5% | 0.0% | -9.4% | -9.4% |
| 1Y | -14.0% | +0.4% | -14.4% | -14.4% |
| 3Y | +44.5% | +10.5% | +34.1% | +24.0% |
| 5Y | -2.8% | +3.1% | -5.9% | -12.8% |
| All | -2.8% | +2.9% | -5.7% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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