+213.4%
FXI vs MLM
+1,382.2%
-1,168.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.2% | +6.2% | +3.0% |
| 7D | +6.9% | -1.2% | +8.1% | +7.3% |
| 30D | +3.5% | +7.9% | -4.5% | +0.2% |
| 3M | -3.2% | -4.5% | +1.3% | -1.8% |
| 6M | -3.5% | -12.6% | +9.1% | +0.5% |
| YTD | -8.1% | -14.9% | +6.8% | -3.8% |
| 1Y | -10.5% | -13.1% | +2.5% | -7.2% |
| 3Y | +43.0% | +21.2% | +21.8% | +26.4% |
| 5Y | -0.1% | +32.0% | -32.1% | -17.0% |
| 10Y | +22.7% | +195.3% | -172.6% | -37.5% |
| All | +213.4% | +1,382.2% | -1,168.8% | -24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling