-5.0%
MCD vs FXI
-11.7%
+6.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.6% |
| 7D | +7.1% | +5.7% | +1.5% | +6.1% |
| 30D | +19.8% | +4.6% | +15.2% | +18.7% |
| 3M | +0.8% | -2.8% | +3.6% | +0.7% |
| 6M | -1.3% | -6.1% | +4.8% | -1.1% |
| YTD | -7.8% | -8.0% | +0.3% | -8.1% |
| 1Y | -5.0% | -11.3% | +6.4% | -5.4% |
| All | -5.0% | -11.7% | +6.7% | -5.4% |
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