+19.1%
FXI vs MLM
+185.4%
-166.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.9% | +0.4% |
| 7D | +5.7% | -4.1% | +9.8% | +6.6% |
| 30D | +4.6% | +8.2% | -3.6% | +2.6% |
| 3M | -2.8% | -3.6% | +0.8% | -2.2% |
| 6M | -6.1% | -15.6% | +9.5% | -3.0% |
| YTD | -8.0% | -16.4% | +8.4% | -5.1% |
| 1Y | -11.3% | -14.3% | +3.0% | -9.0% |
| 3Y | +42.6% | +19.3% | +23.3% | +33.4% |
| 5Y | -0.1% | +29.6% | -29.6% | -9.8% |
| All | +19.1% | +185.4% | -166.4% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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