+101.9%
MPC vs FXI
-13.0%
+114.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +4.4% |
| 7D | -9.4% | +4.4% | -13.8% | -8.5% |
| 30D | -14.3% | +1.2% | -15.5% | -13.8% |
| 3M | +31.1% | -4.2% | +35.3% | +31.3% |
| 6M | +60.3% | -6.2% | +66.5% | +57.6% |
| YTD | +142.5% | -8.8% | +151.3% | +140.2% |
| All | +101.9% | -13.0% | +114.9% | +104.4% |
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 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