+4,138.8%
MCK vs FXI
+207.8%
+3,931.0%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -4.4% | -2.8% | -1.6% | -3.7% |
| 30D | -2.2% | -3.7% | +1.5% | -1.3% |
| 3M | +11.6% | -0.4% | +12.0% | +11.5% |
| 6M | -4.9% | -5.4% | +0.5% | -3.9% |
| YTD | +7.7% | -9.6% | +17.3% | +10.0% |
| 1Y | +25.2% | -11.9% | +37.1% | +28.5% |
| 3Y | +112.1% | +37.8% | +74.3% | +87.6% |
| 5Y | +345.8% | -7.0% | +352.9% | +324.4% |
| 10Y | +439.7% | +14.3% | +425.4% | +370.4% |
| All | +4,138.8% | +207.8% | +3,931.0% | +2,416.6% |
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