+264.6%
MP vs FXI
-1.9%
+266.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.5% | +4.5% | +3.9% |
| 7D | -3.6% | +3.7% | -7.3% | -6.1% |
| 30D | -21.0% | +0.5% | -21.5% | -21.4% |
| 3M | -33.3% | -5.7% | -27.6% | -31.0% |
| 6M | -45.9% | -6.9% | -39.0% | -43.7% |
| YTD | -27.8% | -9.5% | -18.4% | -23.3% |
| 1Y | -43.2% | -14.0% | -29.2% | -37.7% |
| 3Y | +144.0% | +44.5% | +99.5% | +91.0% |
| 5Y | -6.1% | -2.8% | -3.3% | -7.6% |
| All | +264.6% | -1.9% | +266.5% | +300.2% |
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