+131.7%
MP vs FXI
+44.6%
+87.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | -10.5% | +5.7% | -16.2% | -13.9% |
| 30D | -23.5% | +4.6% | -28.1% | -25.9% |
| 3M | -25.4% | -2.8% | -22.7% | -24.2% |
| 6M | -51.3% | -6.1% | -45.2% | -49.4% |
| YTD | -29.9% | -8.0% | -21.9% | -26.0% |
| 1Y | -31.8% | -11.3% | -20.5% | -26.4% |
| All | +131.7% | +44.6% | +87.2% | +85.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling