+1,171.8%
MPC vs FXI
+19.2%
+1,152.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +11.2% | -4.2% | +15.4% | +13.2% |
| 30D | -14.5% | -1.1% | -13.4% | -14.3% |
| 3M | +16.7% | -4.0% | +20.6% | +18.0% |
| 6M | +67.6% | -11.8% | +79.4% | +75.3% |
| YTD | +157.9% | -11.9% | +169.8% | +168.2% |
| 1Y | +116.7% | -16.1% | +132.8% | +130.2% |
| 3Y | +199.8% | +38.8% | +161.0% | +143.2% |
| 5Y | +604.4% | -9.1% | +613.5% | +612.4% |
| All | +1,171.8% | +19.2% | +1,152.6% | +934.9% |
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