+427.0%
MCK vs FXI
+17.1%
+410.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -2.9% | -3.9% | +1.0% | -2.4% |
| 30D | +0.4% | -2.1% | +2.5% | +0.7% |
| 3M | +12.1% | -0.5% | +12.6% | +12.1% |
| 6M | -5.4% | -4.5% | -0.9% | -5.0% |
| YTD | +7.8% | -9.2% | +17.0% | +9.0% |
| 1Y | +22.9% | -13.8% | +36.7% | +25.1% |
| 3Y | +110.7% | +36.6% | +74.2% | +96.4% |
| 5Y | +346.2% | -6.7% | +352.8% | +359.0% |
| All | +427.0% | +17.1% | +410.0% | +372.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling