+116.3%
MP vs FXI
+41.7%
+74.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.0% | -7.1% | -6.7% |
| 7D | -19.0% | +6.9% | -25.9% | -22.7% |
| 30D | -30.5% | +3.5% | -33.9% | -32.2% |
| 3M | -29.6% | -3.2% | -26.4% | -28.2% |
| 6M | -50.4% | -3.5% | -46.9% | -49.4% |
| YTD | -33.2% | -8.1% | -25.2% | -29.5% |
| 1Y | -38.6% | -10.5% | -28.1% | -34.0% |
| All | +116.3% | +41.7% | +74.6% | +78.8% |
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 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