+742.4%
MCHP vs FXI
+200.0%
+542.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +5.7% | -4.2% | +9.9% | +7.9% |
| 30D | -13.4% | -1.1% | -12.3% | -13.2% |
| 3M | -20.1% | -4.0% | -16.2% | -18.9% |
| 6M | -35.5% | -11.8% | -23.7% | -31.6% |
| YTD | -1.6% | -11.9% | +10.4% | +4.3% |
| 1Y | +15.5% | -16.1% | +31.6% | +25.3% |
| 3Y | -13.2% | +38.8% | -52.0% | -27.9% |
| 5Y | -17.5% | -9.1% | -8.4% | -18.5% |
| 10Y | +136.0% | +18.4% | +117.5% | +114.9% |
| All | +742.4% | +200.0% | +542.4% | +366.0% |
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