+87.9%
MDLZ vs FXI
+13.0%
+75.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.5% |
| 7D | 0.0% | -2.8% | +2.7% | +0.4% |
| 30D | +1.4% | -5.3% | +6.8% | +2.4% |
| 3M | 0.0% | +0.3% | -0.3% | -0.1% |
| 6M | +9.1% | -4.6% | +13.7% | +9.9% |
| YTD | +17.9% | -9.1% | +27.0% | +19.6% |
| 1Y | +3.2% | -12.0% | +15.2% | +5.1% |
| 3Y | -2.5% | +38.6% | -41.1% | -10.8% |
| 5Y | +17.6% | -6.6% | +24.2% | +17.7% |
| 10Y | +87.9% | +15.0% | +72.9% | +59.8% |
| All | +87.9% | +13.0% | +75.0% | +59.8% |
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