+211.3%
MCD vs FXI
+20.5%
+190.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.9% |
| 7D | +5.9% | +4.4% | +1.6% | +5.2% |
| 30D | +19.6% | +1.2% | +18.4% | +19.4% |
| 3M | +3.3% | -4.2% | +7.4% | +4.0% |
| 6M | +3.5% | -6.2% | +9.7% | +4.5% |
| YTD | -6.1% | -8.8% | +2.7% | -4.8% |
| 1Y | -3.7% | -11.6% | +8.0% | -1.8% |
| 3Y | +13.4% | +45.1% | -31.8% | +3.2% |
| 5Y | +25.2% | -1.2% | +26.3% | +24.2% |
| 10Y | +211.3% | +20.1% | +191.2% | +201.0% |
| All | +211.3% | +20.5% | +190.7% | +201.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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