+221.8%
FXI vs MLM
+1,345.5%
-1,123.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.1% |
| 7D | +1.0% | -2.9% | +4.0% | +2.2% |
| 30D | -0.6% | -6.8% | +6.3% | +2.1% |
| 3M | +1.9% | -11.2% | +13.1% | +5.9% |
| 6M | -0.2% | -21.8% | +21.7% | +8.8% |
| YTD | -5.6% | -17.0% | +11.4% | 0.0% |
| 1Y | -4.7% | -16.4% | +11.7% | +0.5% |
| 3Y | +38.0% | +14.5% | +23.6% | +24.8% |
| 5Y | -2.7% | +41.7% | -44.4% | -21.7% |
| 10Y | +19.9% | +200.0% | -180.1% | -39.6% |
| All | +221.8% | +1,345.5% | -1,123.7% | -21.4% |
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