-19.1%
MP vs FXI
-0.9%
-18.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.0% | -7.1% | -6.7% |
| 7D | -19.0% | +6.9% | -25.9% | -22.6% |
| 30D | -30.5% | +3.5% | -33.9% | -32.1% |
| 3M | -29.6% | -3.2% | -26.4% | -28.3% |
| 6M | -50.4% | -3.5% | -46.9% | -49.5% |
| YTD | -33.2% | -8.1% | -25.2% | -29.6% |
| 1Y | -38.6% | -10.5% | -28.1% | -34.1% |
| 3Y | +105.5% | +43.0% | +62.5% | +60.5% |
| All | -19.1% | -0.9% | -18.1% | -8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling