+1,718.0%
MCD vs FXI
+213.2%
+1,504.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.6% |
| 7D | +7.1% | +5.7% | +1.5% | +5.9% |
| 30D | +19.8% | +4.6% | +15.2% | +18.6% |
| 3M | +0.8% | -2.8% | +3.6% | +1.4% |
| 6M | -1.3% | -6.1% | +4.8% | -0.1% |
| YTD | -7.8% | -8.0% | +0.3% | -6.3% |
| 1Y | -5.0% | -11.3% | +6.4% | -2.8% |
| 3Y | +10.5% | +42.6% | -32.1% | -0.5% |
| 5Y | +22.0% | -0.1% | +22.0% | +16.0% |
| 10Y | +216.7% | +22.7% | +193.9% | +180.9% |
| All | +1,718.0% | +213.2% | +1,504.8% | +997.9% |
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