+120.9%
MPC vs FXI
-4.7%
+125.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.2% |
| 7D | +5.4% | +1.0% | +4.4% | +5.4% |
| 30D | +31.0% | -0.6% | +31.5% | +31.0% |
| 3M | +46.0% | +1.9% | +44.1% | +45.0% |
| 6M | +77.3% | -0.2% | +77.5% | +75.9% |
| YTD | +141.9% | -5.6% | +147.5% | +142.7% |
| 1Y | +120.9% | -4.7% | +125.6% | +127.3% |
| All | +120.9% | -4.7% | +125.6% | +127.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling