-8.1%
MCD vs FXI
-15.4%
+7.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.3% |
| 7D | -1.9% | -1.9% | 0.0% | -1.6% |
| 30D | +16.6% | -0.6% | +17.3% | +16.5% |
| 3M | +0.9% | -4.9% | +5.8% | +1.3% |
| 6M | +1.5% | -8.8% | +10.3% | +2.3% |
| YTD | -8.3% | -10.7% | +2.4% | -8.2% |
| 1Y | -8.1% | -15.2% | +7.1% | -8.0% |
| All | -8.1% | -15.4% | +7.3% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling