+19.2%
FXI vs MLM
+138.2%
-119.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -4.2% | -0.9% | -3.3% | -4.0% |
| 30D | -1.1% | +9.0% | -10.1% | -3.2% |
| 3M | -4.0% | -5.6% | +1.6% | -2.9% |
| 6M | -11.8% | -10.7% | -1.2% | -10.1% |
| YTD | -11.9% | -17.2% | +5.3% | -8.8% |
| 1Y | -16.1% | -14.2% | -1.9% | -13.9% |
| 3Y | +38.8% | +15.6% | +23.2% | +30.5% |
| 5Y | -9.1% | +26.2% | -35.3% | -17.8% |
| All | +19.2% | +138.2% | -119.1% | -12.1% |
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