+223.4%
MDT vs FXI
+200.0%
+23.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +1.0% | -4.2% | +5.2% | +2.2% |
| 30D | +9.2% | -1.1% | +10.3% | +9.5% |
| 3M | +14.5% | -4.0% | +18.4% | +15.8% |
| 6M | +37.3% | -11.8% | +49.1% | +41.9% |
| YTD | +9.8% | -11.9% | +21.7% | +13.3% |
| 1Y | +10.5% | -16.1% | +26.7% | +15.5% |
| 3Y | +57.4% | +38.8% | +18.6% | +39.4% |
| 5Y | +1.2% | -9.1% | +10.2% | -1.8% |
| 10Y | +63.2% | +18.4% | +44.8% | +43.9% |
| All | +223.4% | +200.0% | +23.4% | +131.3% |
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 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