+339.0%
MCK vs FXI
-6.5%
+345.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -2.9% | -3.9% | +1.0% | -3.0% |
| 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% | -5.5% |
| YTD | +7.8% | -9.2% | +17.0% | +7.6% |
| 1Y | +22.9% | -13.8% | +36.7% | +22.6% |
| 3Y | +110.7% | +36.6% | +74.2% | +113.1% |
| All | +339.0% | -6.5% | +345.5% | +363.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling