-1.2%
FXI vs MLM
+25.8%
-27.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.2% | +6.2% | +2.3% |
| 7D | +6.9% | -1.2% | +8.1% | +7.1% |
| 30D | +3.5% | +7.9% | -4.5% | +1.4% |
| 3M | -3.2% | -4.5% | +1.3% | -2.3% |
| 6M | -3.5% | -12.6% | +9.1% | -0.9% |
| YTD | -8.1% | -14.9% | +6.8% | -5.3% |
| 1Y | -10.5% | -13.1% | +2.5% | -8.4% |
| 3Y | +43.0% | +21.2% | +21.8% | +29.1% |
| All | -1.2% | +25.8% | -27.0% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling