+1,581.1%
MCD vs FXI
+221.5%
+1,359.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.9% |
| 7D | -2.8% | +1.0% | -3.9% | -3.1% |
| 30D | -6.0% | -0.6% | -5.5% | -5.9% |
| 3M | -5.6% | +1.9% | -7.5% | -6.1% |
| 6M | -21.9% | -0.2% | -21.7% | -22.0% |
| YTD | -14.7% | -5.6% | -9.1% | -13.9% |
| 1Y | -17.3% | -4.7% | -12.6% | -16.8% |
| 3Y | -2.2% | +38.0% | -40.2% | -11.3% |
| 5Y | +20.3% | -2.7% | +23.0% | +15.1% |
| 10Y | +180.7% | +19.9% | +160.8% | +150.4% |
| All | +1,581.1% | +221.5% | +1,359.6% | +909.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling