+17.1%
MCHP vs FXI
-12.5%
+29.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.4% |
| 7D | 0.0% | -3.9% | +3.9% | +3.0% |
| 30D | -6.0% | -2.1% | -3.9% | -4.6% |
| 3M | -19.7% | -0.5% | -19.2% | -19.5% |
| 6M | +14.0% | -4.5% | +18.6% | +17.7% |
| YTD | +18.4% | -9.2% | +27.7% | +26.6% |
| 1Y | +17.1% | -13.8% | +30.9% | +31.5% |
| All | +17.1% | -12.5% | +29.6% | +31.5% |
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