+193.7%
MDT vs FXI
+221.5%
-27.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.7% |
| 7D | +3.2% | +1.0% | +2.2% | +2.9% |
| 30D | +9.5% | -0.6% | +10.1% | +9.7% |
| 3M | +16.0% | +1.9% | +14.1% | +15.3% |
| 6M | +0.2% | -0.2% | +0.4% | 0.0% |
| YTD | -0.3% | -5.6% | +5.3% | +0.9% |
| 1Y | +4.7% | -4.7% | +9.4% | +5.5% |
| 3Y | +26.5% | +38.0% | -11.5% | +12.2% |
| 5Y | -18.2% | -2.7% | -15.5% | -22.2% |
| 10Y | +40.0% | +19.9% | +20.1% | +23.0% |
| All | +193.7% | +221.5% | -27.8% | +106.1% |
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