+1,079.5%
MPC vs FXI
+19.8%
+1,059.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -16.2% | +5.7% | -21.8% | -18.3% |
| 30D | -15.7% | +4.6% | -20.3% | -17.5% |
| 3M | +24.9% | -2.8% | +27.7% | +25.7% |
| 6M | +52.7% | -6.1% | +58.7% | +55.6% |
| YTD | +131.9% | -8.0% | +139.9% | +137.0% |
| 1Y | +96.6% | -11.3% | +108.0% | +104.2% |
| 3Y | +163.8% | +42.6% | +121.1% | +112.3% |
| 5Y | +533.1% | -0.1% | +533.2% | +502.2% |
| All | +1,079.5% | +19.8% | +1,059.7% | +920.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling