+4.4%
FXI vs MUB
+77.1%
-72.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.0% |
| 7D | -4.2% | -0.8% | -3.4% | -3.9% |
| 30D | -2.0% | +2.4% | -4.4% | -3.0% |
| 3M | -5.0% | -1.1% | -3.9% | -4.5% |
| 6M | -9.6% | -1.0% | -8.6% | -9.3% |
| YTD | -11.9% | -0.3% | -11.6% | -11.8% |
| 1Y | -16.7% | 0.0% | -16.6% | -16.6% |
| 3Y | +40.6% | +10.2% | +30.5% | +35.8% |
| 5Y | -9.1% | +2.9% | -12.0% | -10.8% |
| 10Y | +18.4% | +21.9% | -3.5% | +15.4% |
| All | +4.4% | +77.1% | -72.7% | -3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling