+110.7%
MCK vs FXI
+36.3%
+74.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -2.9% | -3.9% | +1.0% | -3.1% |
| 30D | +0.4% | -2.1% | +2.5% | +0.4% |
| 3M | +12.1% | -0.5% | +12.6% | +12.1% |
| 6M | -5.4% | -4.5% | -0.9% | -5.6% |
| YTD | +7.8% | -9.2% | +17.0% | +7.4% |
| 1Y | +22.9% | -13.8% | +36.7% | +22.3% |
| 3Y | +110.7% | +36.6% | +74.2% | +118.3% |
| All | +110.7% | +36.3% | +74.5% | +118.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling