-2.8%
FXI vs MLM
+29.9%
-32.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +3.7% | -2.9% | +6.5% | +4.3% |
| 30D | +0.5% | +10.4% | -9.9% | -2.1% |
| 3M | -5.7% | -3.7% | -2.0% | -5.0% |
| 6M | -6.9% | -10.3% | +3.4% | -5.1% |
| YTD | -9.5% | -14.8% | +5.3% | -6.8% |
| 1Y | -14.0% | -13.9% | -0.1% | -11.8% |
| 3Y | +44.5% | +18.4% | +26.2% | +31.4% |
| 5Y | -2.8% | +31.8% | -34.6% | -17.8% |
| All | -2.8% | +29.9% | -32.7% | -17.8% |
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