+184.8%
MPC vs FXI
+45.0%
+139.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | -8.8% | +3.7% | -12.5% | -9.5% |
| 30D | -14.4% | +0.5% | -14.9% | -14.5% |
| 3M | +21.9% | -5.7% | +27.6% | +23.2% |
| 6M | +60.1% | -6.9% | +67.0% | +61.9% |
| YTD | +142.3% | -9.5% | +151.8% | +146.1% |
| 1Y | +101.7% | -14.0% | +115.7% | +107.5% |
| 3Y | +184.8% | +44.5% | +140.2% | +173.8% |
| All | +184.8% | +45.0% | +139.8% | +173.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling