+22.6%
MCD vs FXI
-8.4%
+31.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.3% |
| 7D | -1.6% | -4.2% | +2.6% | -1.2% |
| 30D | +16.0% | -2.0% | +18.1% | +16.2% |
| 3M | 0.0% | -5.0% | +4.9% | +0.3% |
| 6M | +0.9% | -9.6% | +10.6% | +1.7% |
| YTD | -8.7% | -11.9% | +3.2% | -7.9% |
| 1Y | -8.6% | -16.7% | +8.1% | -7.4% |
| 3Y | +9.9% | +40.6% | -30.8% | +6.5% |
| 5Y | +22.6% | -9.1% | +31.7% | +30.7% |
| All | +22.6% | -8.4% | +31.1% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling