+913.0%
MCHP vs FXI
+221.5%
+691.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +0.7% |
| 7D | +1.7% | +1.0% | +0.7% | +1.2% |
| 30D | -4.1% | -0.6% | -3.5% | -3.8% |
| 3M | -22.5% | +1.9% | -24.4% | -23.3% |
| 6M | +7.3% | -0.2% | +7.5% | +7.3% |
| YTD | +18.4% | -5.6% | +24.0% | +21.6% |
| 1Y | +18.1% | -4.7% | +22.8% | +20.9% |
| 3Y | -2.8% | +38.0% | -40.8% | -18.8% |
| 5Y | +5.5% | -2.7% | +8.2% | +0.9% |
| 10Y | +185.8% | +19.9% | +165.9% | +158.4% |
| All | +913.0% | +221.5% | +691.5% | +443.6% |
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