+445.3%
MP vs FXI
+2.3%
+443.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +0.4% |
| 7D | -2.9% | +1.0% | -3.9% | -3.5% |
| 30D | +13.8% | -0.6% | +14.4% | +14.2% |
| 3M | -16.7% | +1.9% | -18.6% | -17.8% |
| 6M | -11.5% | -0.2% | -11.3% | -11.2% |
| YTD | +7.9% | -5.6% | +13.5% | +12.1% |
| 1Y | -15.0% | -4.7% | -10.4% | -12.5% |
| 3Y | +153.5% | +38.0% | +115.5% | +104.3% |
| 5Y | +58.7% | -2.7% | +61.3% | +56.1% |
| All | +445.3% | +2.3% | +443.0% | +485.0% |
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