+213.4%
FXI vs MLM
+1,355.0%
-1,141.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.9% | +0.8% |
| 7D | +5.7% | -4.1% | +9.8% | +7.3% |
| 30D | +4.6% | +8.2% | -3.6% | +1.1% |
| 3M | -2.8% | -3.6% | +0.8% | -1.8% |
| 6M | -6.1% | -15.6% | +9.5% | -0.9% |
| YTD | -8.0% | -16.4% | +8.4% | -3.1% |
| 1Y | -11.3% | -14.3% | +3.0% | -7.5% |
| 3Y | +42.6% | +19.3% | +23.3% | +26.8% |
| 5Y | -0.1% | +29.6% | -29.6% | -16.4% |
| 10Y | +22.7% | +189.9% | -167.2% | -37.0% |
| All | +213.4% | +1,355.0% | -1,141.5% | -23.9% |
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 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